"Random matrix"의 두 판 사이의 차이

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35번째 줄: 35번째 줄:
 
** pair correlation function of zeroes of riemann zeta function
 
** pair correlation function of zeroes of riemann zeta function
 
* GUE is a big open problem but proven for random matrix models
 
* GUE is a big open problem but proven for random matrix models
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*  GUE Tracy-Widom distribution<br>
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** eigenvalue distributions of the classical Gaussian random matrices ensembles
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** distribution of their largest eigenvalue in the limit of large matrices
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<h5>determinantal processes</h5>
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* Random matrices and determinantal processes http://arxiv.org/abs/math-ph/0510038
  
 
 
 
 
45번째 줄: 56번째 줄:
  
 
* 1920-30 studied by statisticians
 
* 1920-30 studied by statisticians
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* 1950 nuclear physics to describe the energy levels distribution of heavy nuclei
 
* http://www.google.com/search?hl=en&tbs=tl:1&q=
 
* http://www.google.com/search?hl=en&tbs=tl:1&q=
  

2012년 8월 22일 (수) 08:53 판

introduction
  • The ensembles of random matrices obtained are called Gaussian Orthogonal (GOE), Unitary (GUE), and Symplectic (GSE) Ensembles for = 1, = 2, and = 4 respectively.
  • Catalan numbers and random matrices

 

 

random self-adjoint matrices
  • Wigner matrices
  • Band magtrices
  • Wishart matrix
  • Heavy tails matrices
  • Adjacency matrix of Erdos-Renyi graph

 

 

Gaussian Wigner matrices

 

 

Gaussian Unitary Ensemble(GUE) hypothesis
  • Wigner's work on neutron scattering resonances
  • Hugh Montgomety and Freeman Dyson
    • pair correlation function of zeroes of riemann zeta function
  • GUE is a big open problem but proven for random matrix models
  • GUE Tracy-Widom distribution
    • eigenvalue distributions of the classical Gaussian random matrices ensembles
    • distribution of their largest eigenvalue in the limit of large matrices

 

 

determinantal processes

 

 

 

history

 

 

related items

 

 

encyclopedia

 

 

books

 

 

expositions

 

 

articles

 

 

question and answers(Math Overflow)

 

 

blogs

 

 

experts on the field

 

 

links