Random matrix
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
encyclopedia
- http://mathworld.wolfram.com/WignersSemicircleLaw.html
- http://en.wikipedia.org/wiki/
- http://www.scholarpedia.org/
- http://www.proofwiki.org/wiki/
- Princeton companion to mathematics(Companion_to_Mathematics.pdf)
books
- Large random matrices: lectures on macroscopic asymptotics http://www.mathematik.uni-muenchen.de/~lerdos/SS09/Random/guionnetcours.pdf
- 2010년 books and articles
- http://gigapedia.info/1/
- http://gigapedia.info/1/
- http://www.amazon.com/s/ref=nb_ss_gw?url=search-alias%3Dstripbooks&field-keywords=
expositions
- Random matrices as a paradigm
http://www.phys.ust.hk/yilong/research/PhaseSpaceNetHan.pdf
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
- A Note on the Eigenvalue Density of Random MatricesMichael K.-H. Kiessling and Herbert Spohn
- http://www.ams.org/mathscinet
- http://www.zentralblatt-math.org/zmath/en/
- http://arxiv.org/
- http://www.pdf-search.org/
- http://pythagoras0.springnote.com/
- http://math.berkeley.edu/~reb/papers/index.html
- http://dx.doi.org/10.1007/s002200050516
question and answers(Math Overflow)
blogs
- 구글 블로그 검색
- http://ncatlab.org/nlab/show/HomePage
experts on the field