Lecture 1. (Monday, July 4) Introduction to multivariate statistics
Lecture 2. (Tuesday, July 5) The Wishart distribution, real and complex.
Lecture 3. (Wednesday, July 6) Zonal polynomials and the HCIZ integral
Lecture 4. (Thursday, July 7) The null hypothesis case: Covariance matrix equals the identity
Lecture 5. (Friday, July 8) Lecture 4 continued and finite rank perturbations
of identity covariance for the complex case.