Results 251 to 260 of about 138,052 (292)

Random Matrix Theory

open access: yes, 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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Random Matrix Theory and Wireless Communications

open access: yesFoundations and Trends® in Communications and Information Theory, 2004
Random matrix theory has found many applications in physics, statistics and engineering since its inception. Although early developments were motivated by practical experimental problems, random matrices are now used in fields as diverse as Riemann hypothesis, stochastic differential equations, condensed matter physics, statistical physics, chaotic ...
Antonia M. Tulino, Sergio Verdú
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Random Matrix Theory

2016
In this chapter the Gaussian random matrix ensembles are investigated. We determine their Green’s functions and show that for small energy differences a soft mode appears. As a consequence, the non-linear sigma-model is introduced and the level correlations are determined.
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Random matrix theory

Acta Numerica, 2005
Random matrix theory is now a big subject with applications in many disciplines of science, engineering and finance. This article is a survey specifically oriented towards the needs and interests of a numerical analyst. This survey includes some original material not found anywhere else.
Alan Edelman, N. Raj Rao
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Random Matrix Theory

open access: yes, 2009
This book features a unified derivation of the mathematical theory of the three classical types of invariant random matrix ensembles-orthogonal, unitary, and symplectic. The authors follow the approach of Tracy and Widom, but the exposition here contains
Gioev, Dimitri, Deift, Percy
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Random Matrix Theory

2004
In this chapter, we will work not with \(\mathrm{GL}(n, \mathbb{C})\) but with its compact subgroup U(n). As in the previous chapters, we will consider elements of \(\mathcal{R}_{k}\) as generalized characters on S k . If \(\mathbf{f} \in \mathcal{R}_{k}\), then \(f ={ \mathrm{ch}}^{(n)}(\mathbf{f}) \in \varLambda _{k}^{(n)}\) is a symmetric polynomial
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Random Matrix Theory and Its Applications

Statistical Science, 2021
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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