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Random matrix theory, numerical computation and applications

Author(s)
Wang, Yuyang; Edelman, Alan; Sutton, Brian David
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Downloadpsapm072-614.pdf (1.142Mb)
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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.

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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.
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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.
Date issued
2013-01
URI
http://hdl.handle.net/1721.1/115982
Department
Massachusetts Institute of Technology. Department of Mathematics
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
ISBN
9780821894712

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