Note that there is some overlap between the lists below
(which is normal, otherwise the present class would not exist :)
and also that the lists are by far incomplete!

Finite-size analysis of random matrices

Asymptotic analysis of random matrices

Free probability

Applications to wireless communications

Various Topics

Online references, books:

- Terence Tao, Lecture notes on random matrices

- Roman Vershynin, Lecture notes on non-asymptotic random matrix theory

- Recent workshop on random matrices and number theory

- M. L. Eaton, Multivariate statistics: a vector space approach, IMS Lecture Notes, 2007

- A. Tulino, S. Verdu, Random matrix theory and wireless communications, Now Publishers Inc., 2004

- A. Edelman, Eigenvalues and condition numbers of random matrices, MIT phD Diessertation, 1989

- M. L. Mehta, Random matrices, Academic Press, 2004

- R. J. Muirhead, Aspects of multivariate statistical theory, John Wiley & Sons, 1982

- A. K. Gupta, D. K. Nagar, Matrix Variate Distributions, Chapman & Hall, 1999

- G. W. Anderson, A. Guionnet, O. Zeitouni, An introduction to random matrices, Cambridge University Press, 2009

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