Lecture 25

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Video course in High Dimensional Probability and Applications in Data Science https://www.math.uci.edu/~rvershyn/te... • Random matrices. Proof of Wigner's semicircle law using the Stieltjes transform approach. The proof we gave in class follows the argument in the paper by Tao and Vu: https://arxiv.org/abs/0906.0510

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