Random matrix theory, numerical computation and applications
Author(s)Wang, Yuyang; Edelman, Alan; Sutton, Brian David
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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.
DepartmentMassachusetts Institute of Technology. Department of Mathematics
Modern Aspects of Random Matrix Theory
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.
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