"Random matrix"의 두 판 사이의 차이

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2010년 12월 7일 (화) 12:18 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

 

[1]http://www.math.ucla.edu/~shlyakht/berkeley-07/conference/contrib/peche-talk.pdf

http://www.math.ucla.edu/~shlyakht/berkeley-07/conference/contrib/guionnet-talk.pdf

 

 

 

history

 

 

related items

 

 

encyclopedia

 

 

books

 

 

expositions

http://www.ims.nus.edu.sg/Programs/randommatrix/files/sverdu_p.pdf

Universality of Wigner Random Matrices: a Survey of Recent Results

http://www.mathematik.uni-muenchen.de/~lerdos/SS09/Random/plan.html

 

 

articles

 

 

 

question and answers(Math Overflow)

 

 

blogs

 

 

experts on the field

 

 

links