Random Matrix Theory and Its Innovative Applications
Recently more and more disciplines of science and engineering have found Random Matrix Theory valuable. Some disciplines use the limiting densities to indicate the cutoff between “noise” and “signal.” Other disciplines are finding eigenvalue repulsions a compelling model of reality. This survey introduces both the theory behind these applications and matlab experiments allowing a reader immediate access to the ideas.
KeywordsRandom Matrice Random Matrix Random Matrix Theory Eigenvalue Density Random Matrix Ensemble
The first author was supported in part by DMS 1035400 and DMS 1016125.
We acknowledge many of our colleagues and friends, too numerous to mention here, whose work has formed the basis of Random Matrix Theory. We particularly thank Raj Rao Nadakuditi for always bringing the latest applications to our attention.
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