Mark Meckes kindly delivered a series of lectures for Jon Keating's Random Matrix Theory group.
Random Matrices from the Classical Compact Groups: a Panorama
These talks, loosely followed the book "The Random Matrix Theory of the Classical Compact Groups" by Elizabeth Meckes, presented a broad overview of the theory of matrices chosen at random from the orthogonal, unitary, and compact symplectic groups. The emphasis was on showcasing a wide variety of techniques and perspectives (probabilistic, algebraic, geometric, and analytic) that appear in this beautiful area. No previous knowledge of random matrix theory was assumed.
You may watch the lectures here:
25 January - Lecture 1 and Lecture 1 continued
The slides from lecture 1 are here Haar1.pdf
01 February - Lecture 2
The slides from lecture 2 are here Haar2.pdf
08 February - Lecture 3
The slides from lecture 3 are here Haar3.pdf
15 February - Lecture 4
The slides from lecture 4 are here Haar4.pdf
22 February - Lecture 5
The slides from lecture 5 are here Haar5.pdf
01 March - Lecture 6
The slides from lecture 6 are here Haar6.pdf
08 March - Lecture 7
The slides from lecture 7 are here Haar7.pdf
12 March -Lecture 8
The slides from lecture 8 are here Haar8.pdf
