Random matrix theory 论文
2005Acta Numerica引用 544
Random Matrices and ApplicationsStochastic processes and statistical mechanicsBayesian Methods and Mixture Models
详细信息
- 发表期刊/会议
- Acta Numerica
- 发表日期
- 2005-04-19
- 发表年份
- 2005
关键词
Random Matrices and ApplicationsStochastic processes and statistical mechanicsBayesian Methods and Mixture Models
摘要
Random matrix theory is now a big subject with applications in many disciplines of science, engineering and finance. This article is a survey specifically oriented towards the needs and interests of a numerical analyst. This survey includes some original material not found anywhere else. We include the important mathematics which is a very modern development, as well as the computational software that is transforming the theory into useful practice.