Random matrix
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In probability theory and statistics, a random matrix is a matrix-valued random variable.
[edit] Random matrix theory topics
- Spectral theory of random matrices
- Free probability
- Determinantal ensembles
- Integral operators in random matrix theory
- Dyson processes. Airy, Bessel, sine and Laguerre processes
- Matrix Riemann-Hilbert methods, applications to large N asymptotics
- Differential equations for gap distributions and transition probabilities
- Relations to integrable systems and isomonodromic deformations
- Growth processes; applications to fluid dynamics and crystal growth
- Applications to random tilings, random words, random partitions
- Applications to L-functions, including support for the Hilbert-Pólya conjecture.
- Applications to multivariate statistics
- Applications to nuclear physics, including the Gaussian unitary ensemble, the Gaussian symplectic ensemble, and the Gaussian orthogonal ensemble. The spectra and cross sections nuclei measured in laboratories show that the dynamics of the nucleus is exceedingly complex. Evidence points at a chaotic behaviour similar to that seen on hyperbolic manifolds; random matrix theory attempts to model the gross properties of the nuclear spectra (distribution of resonances, spectral line widths) through ensembles of random matrices.
- Applications to signal processing and wireless communications
- Applications to quantum chaos and mesoscopic physics
[edit] See also
[edit] External links
- Random Matrix at MathWorld
- RMTool A MATLAB based Random Matrix Calculator