Random matrix

수학노트
http://bomber0.myid.net/ (토론)님의 2012년 4월 18일 (수) 17:45 판
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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

 

 

 

history

 

 

related items

 

 

encyclopedia

 

 

books

 

 

expositions

 

 

articles

 

 

question and answers(Math Overflow)

 

 

blogs

 

 

experts on the field

 

 

links