Random matrix theory, numerical computation and applications
Name
psapm072-614.pdf
Size
1.14 MB
Format
Adobe PDF
Checksum (MD5)
99eea8debb7e46c2b97a03b6c8d69da9
Author(s)
Wang, Yuyang
Edelman, Alan
Sutton, Brian David
Date Issued
January 2013
Journal
Modern Aspects of Random Matrix Theory
Citation
Edelman, Alan, Brian Sutton, and Yuyang Wang. “Random Matrix Theory, Numerical Computation and Applications.” Proceedings of Symposia in Applied Mathematics (July 7, 2014): 53–82.
Version
Final published version
Abstract
This paper serves to prove the thesis that a computational trick can open entirely new approaches to theory. We illustrate this by describ- ing such random matrix techniques as the stochastic operator approach, the method of ghosts and shadows, and the method of “Riccatti Diffusion/Sturm Sequences.” We thereby provide new insights into the deeper mathematics underlying random matrix theory.
MIT Department
Massachusetts Institute of Technology. Department of Mathematics
Terms of Use
Article is made available in accordance with the publisher's policy and may be subject to US copyright law. Please refer to the publisher's site for terms of use.
Persistent DSpace Link
DOI of Published Version
https://doi.org/10.1090/psapm/072/00614
