An Introduction to Random Matrices

Anderson, G. W., Guionnet, A., & Zeitouni, O. (2010). An Introduction to Random Matrices. Cambridge University Press.

Type

Book

Intellectual base

Textbook

Year

2010

DOI

10.1017/cbo9780511801334

ISBN

9780511801334

Link

https://doi.org/10.1017/CBO9780511801334

Cited by

2 citations across 2 artifacts.

Domain-specific

• Dyson Brownian Motion
  • Anderson, Guionnet, and Zeitouni develop both random-matrix ensembles and eigenvalue processes with precise scaling conventions.
• Wigner semicircle distribution
  • For radius R the density is two over pi R squared times the square root of R squared minus x squared on minus R to R, with zero density outside.

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