Exploring Random Matrices (Spring 2026)


Linear algebra and probability are both extremely important areas of math. It is no surprise then that their sum, random matrix theory, is nearly ubiquitous in mathematics and physics. A random matrix is a type of random variable that is valued in matrices. It is common to ask questions about the distribution of eigenvalues, eigenvectors, and related quantities connected to these random matrices. 


In this project, you will learn the basics of the theory, including properties of the most common random matrix distributions. You will also be encouraged to make and run simulations applying this knowledge. We will use this as a starting point to ask and answer questions about phenomena that you may find in the process.


For more information contact Jananan Arulseelan (jananan@iastate.edu)

People:

Pre-requisites: