{
  "id": "1710.10792",
  "version": "v1",
  "published": "2017-10-30T07:14:13.000Z",
  "updated": "2017-10-30T07:14:13.000Z",
  "title": "An introduction to random matrix theory",
  "authors": [
    "Gaëtan Borot"
  ],
  "comment": "55 pages, 10 figures",
  "journal": "Mong. J. Math. 20 1 (2016) 5--52",
  "categories": [
    "math.PR"
  ],
  "abstract": "These are lectures notes for a 4h30 mini-course held in Ulaanbaatar, National University of Mongolia, August 5-7th 2015, at the summer school \"Stochastic Processes and Applications\". It aims at presenting an introduction to basic results of random matrix theory and some of its motivations, targeted to a large panel of students coming from statistics, finance, etc. Only a small background in probability is required.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2017-10-30T07:14:13.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "15B52",
      "60B20",
      "62-07"
    ],
    "keywords": [
      "random matrix theory",
      "introduction",
      "4h30 mini-course held",
      "national university",
      "lectures notes"
    ],
    "tags": [
      "journal article"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 55,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}