R A N D O M   
M A T R I C E S    
A N D    
N U M B E R    
T H E O R Y ,   
F a l l 
2 0 1 2 
 Lectures: Tuesday and Thursday, 11.30-1pm, in Science Center 101b.
  Lecturer: Paul Bourgade, office hours Tuesday 5-6pm, you also can email me (bourgade@math.harvard.edu)
to set up an appointment or just drop by (Science Center 341).
  Course assistant: Jeffrey Kuan (jkuan@math.harvard.edu).
  Lecture notes  available here, weekly updated.
Please let me know about the inaccuracies and typos you will certainly find.
 Course description: an introduction to random matrices, emphasizing how related statistics occur in analytic number theory (spacings between large zeros, moments,
low-lying zeros of L-functions).
Prerequisites:  probability theory and complex analysis.
Textbooks:
for the random matrices part, a reference is Anderson, Guionnet, Zeitouni, An introduction to random matrices.
For the number theoretic part, a reference is Montgomery, Vaughan, Multiplicative Number Theory I: Classical Theory.
A tentative schedule for this course is:
-  Sep. 4.   An introduction on the analogies between random spectra and statistics of zeros of L-functions.
 
-  Sep. 6.   Eigenvalues density for the Gaussian ensembles.
 
-  Sep. 11. Macroscopic asymptotics: the semicircle law.
 
-  Sep. 13. Determinantal point processes, Gaudin's lemma.
 
-  Sep. 18. Microscopic repulsion of random eigenvalues.
 
-  Sep. 20. Weyl's integration formula for compact groups and microscopic repulsion of random eigenvalues.
 
-  Sep. 25.  The Montgomery-Vaughan inequality and the large sieve.
 
-  Sep. 27.  The Riemann ζ  function: the functional equation, Weil's explicit formula.
 
-  Oct. 2.    Microscopic repulsion of the ζ zeros, by Montgomery.
 
-  Oct. 4.    Higher order correlations for the ζ zeros, by Rudnick and Sarnak. 
 
-  Oct. 9.    The Hardy-Littlewood conjectures and consequences.
 
-  Oct. 11.  Linear statistics of random eigenvalues from the Gaussian ensembles
 
-  Oct. 16.  Linear statistics of random eigenvalues from the compact groups.
 
-  Oct. 18.  Selberg's mollification
 
-  Oct. 23.  Selberg's central limit theorem
 
-  Oct. 25.  Linear statistics of the ζ zeros.
 
-  Oct. 30.  Small ζ moments along the critical axis.
 
-  Nov. 1.   The characteristic polynomial of random matrices.
 
-  Nov. 6.   The ζ moments, by Keating and Snaith.
 
-  Nov. 8.   Models for the ζ moments.
 
-  Nov. 13.   Central values of L-functions.
 
-  Nov. 15. Low-lying zeros of families of L-functions 
 
-  Nov. 20. A family of symplectic type: Dirichlet L-functions associated to real, quadratic characters.
 
-  Nov. 27. A family of orthogonal type: elliptic curve L-functions.
 
-  Nov. 29.   Statistics of zeros for L-functions of curves over finite fields, by Katz and Sarnak, I
 
-  Dec. 4.   Statistics of zeros for L-functions of curves over finite fields, by Katz and Sarnak II