Random Matrix Theory and Its Innovative Applications
Author(s)
Edelman, Alan; Wang, Yuyang
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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. Keywords:
computational science; dynamic blocking problems; elliptic curves; mathematical modeling; random matrix theory
Date issued
2013Department
Massachusetts Institute of Technology. Department of MathematicsJournal
Advances in Applied Mathematics, Modeling, and Computational Science
Publisher
Springer Science+Business Media
Citation
Edelman, Alan and Yuyang Wang. “Random Matrix Theory and Its Innovative Applications.” Fields Institute Communications: Advances in Applied Mathematics, Modeling, and Computational Science (2013): 91–116 © 2013 Springer Science+Business Media
Version: Author's final manuscript
ISBN
978-1-4614-5388-8
978-1-4614-5389-5
ISSN
1069-5265
2194-1564