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Random Matrix Theory

2017
Random matrix theory deals with the study of matrix-valued random variables. It is conventionally considered that random matrix theory dates back to the work of Wishart in 1928 [1] on the properties of matrices of the type XX † with X ε ℂ N×n a random matrix with independent Gaussian entries with zero mean and equal variance.
Couillet, Romain, Debbah, Merouane
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