Random matrix theory
From MaRDI portal
Publication:3430647
DOI10.1017/S0962492904000236zbMath1162.15014MaRDI QIDQ3430647
Publication date: 23 March 2007
Published in: Acta Numerica (Search for Journal in Brave)
Random matrices (algebraic aspects) (15B52) Packaged methods for numerical algorithms (65Y15) Research exposition (monographs, survey articles) pertaining to linear algebra (15-02)
Related Items (99)
Thermalization of randomly coupled SYK models ⋮ Average-case complexity without the black swans ⋮ On the Cartan decomposition for classical random matrix ensembles ⋮ Wilkinson's bus: weak condition numbers, with an application to singular polynomial eigenproblems ⋮ Weighted distributions of eigenvalues ⋮ Eigenvalues of Random Signed Graphs with Cycles: A Graph-Centered View of the Method of Moments with Practical Applications ⋮ Sturm sequences and random eigenvalue distributions ⋮ Representing Model Inadequacy: A Stochastic Operator Approach ⋮ Asymptotic normality of the trace for a class of distributions on orthogonal matrices ⋮ The Dirichlet Markov ensemble ⋮ A UNIFORM BOUND ON THE OPERATOR NORM OF SUB-GAUSSIAN RANDOM MATRICES AND ITS APPLICATIONS ⋮ Planckian axions in string theory ⋮ Grassmannian Diffusion Maps--Based Dimension Reduction and Classification for High-Dimensional Data ⋮ New studies of randomized augmentation and additive preprocessing ⋮ Limit theorems for beta-Jacobi ensembles ⋮ Zonal Polynomials and Hypergeometric Functions of Quaternion Matrix Argument ⋮ Singular values of products of random matrices and polynomial ensembles ⋮ A topological view on the identification of structural vector autoregressions ⋮ Quantum random state generation with predefined entanglement constraint ⋮ Some characterizations of the distribution of the condition number of a complex Gaussian matrix ⋮ Some inferences on the distribution of the Demmel condition number of complex Wishart matrices ⋮ Distribution theory of quadratic forms for matrix multivariate elliptical distribution ⋮ A remark on the smallest singular value of powers of Gaussian matrices ⋮ Energy-dependent correlations in the S-matrix of chaotic systems ⋮ Spectral properties of the temporal evolution of brain network structure ⋮ Fluctuation moments induced by conjugation with asymptotically liberating random matrix ensembles ⋮ Universality for the Conjugate Gradient and MINRES Algorithms on Sample Covariance Matrices ⋮ Universal cutoff for Dyson Ornstein Uhlenbeck process ⋮ Improved random perturbation intervals of symmetric eigenvalue problem ⋮ Approximation of rectangular beta-Laguerre ensembles and large deviations ⋮ Free component analysis: theory, algorithms and applications ⋮ The Wishart distribution on symmetric cones ⋮ Inflation with a graceful exit in a random landscape ⋮ Pseudospectral shattering, the sign function, and diagonalization in nearly matrix multiplication time ⋮ Rank 1 perturbations in random matrix theory — A review of exact results ⋮ Connections between the extreme points for Vandermonde determinants and minimizing risk measure in financial mathematics ⋮ Elliptical affine shape distributions for real normed division algebras ⋮ Stability of the Lanczos algorithm on matrices with regular spectral distributions ⋮ Extreme points of the Vandermonde determinant and Wishart ensemble on symmetric cones ⋮ Spherical ensembles ⋮ Quantum chaos, scrambling and operator growth in \(T\bar{T}\) deformed SYK models ⋮ Expansion of polynomial Lie group integrals in terms of certain maps on surfaces, and factorizations of permutations ⋮ Complete random matrix classification of SYK models with \( \mathcal{N} = 0, 1\) and 2 supersymmetry ⋮ Halting time is predictable for large models: a universality property and average-case analysis ⋮ Hurwitz and the origins of random matrix theory in mathematics ⋮ A novel statistical approach for comparing meta-heuristic stochastic optimization algorithms according to the distribution of solutions in the search space ⋮ Volumes for \(\text{SL}_N(\mathbb{R})\), the Selberg integral and random lattices ⋮ Batch latency analysis and phase transitions for a tandem of queues with exponentially distributed service times ⋮ Random matrix theory in statistics: a review ⋮ Hearing random matrices and random waves ⋮ Deep Learning for Trivial Inverse Problems ⋮ Simulating Coulomb and log-gases with hybrid Monte Carlo algorithms ⋮ Canonical correlation coefficients of high-dimensional Gaussian vectors: finite rank case ⋮ An inexact Krylov-Schur algorithm for the unitary eigenvalue problem ⋮ Numerical solution of Riemann-Hilbert problems: random matrix theory and orthogonal polynomials ⋮ Asymptotics for products of characteristic polynomials in classical \(\beta\)-ensembles ⋮ Statistical mechanics of complex neural systems and high dimensional data ⋮ Coalescing points for eigenvalues of banded matrices depending on parameters with application to banded random matrix functions ⋮ On spherical averages of radial basis functions ⋮ Conditional random matrix ensembles and the stability of dynamical systems ⋮ Characterizations of the distribution of the Demmel condition number of real Wishart matrices ⋮ Matrix hypergeometric function and its application to computation of characteristic function of spherically symmetric distributions with phase-type amplitude ⋮ Supersymmetric SYK model and random matrix theory ⋮ A quick exponentiation algorithm for \(3\times 3\) block upper triangular matrices ⋮ The portion of matrices with real spectrum in the real orthogonal Lie algebra ⋮ A portion of matrices with real spectrum in a real symplectic Lie algebra ⋮ Distinguishing chaotic time series from noise: a random matrix approach ⋮ Multiplicative convolution of real asymmetric and real anti-symmetric matrices ⋮ The mapping of epistatic effects onto a genealogical tree in haploid populations ⋮ On Wishart distribution: some extensions ⋮ Spectral densities of Wishart-Lévy free stable random matrices ⋮ Sampling the eigenvalues of random orthogonal and unitary matrices ⋮ Matricvariate and matrix multivariate \(T\) distributions and associated distributions ⋮ Meet Andréief, Bordeaux 1886, and Andreev, Kharkov 1882–1883 ⋮ Measuring exposure to dependence risk with random Bernstein copula scenarios ⋮ Universal distribution of batch completion times and time-cost tradeoff in a production line with arbitrary buffer size ⋮ GUE-chGUE transition preserving chirality at finite matrix size ⋮ The Density Functions of the Singular Quaternion Normal Matrix and the Singular Quaternion Wishart Matrix ⋮ A note on the characterizations of the distributions of the condition numbers of real Gaussian matrices ⋮ Applications of Magnus expansions and pseudospectra to Markov processes ⋮ An analysis of the superiorization method via the principle of concentration of measure ⋮ Supersymmetric vacua in random supergravity ⋮ Spectral statistics of non-selfadjoint operators subject to small random perturbations ⋮ Quantum field tomography ⋮ Bayesian inference over the Stiefel manifold via the Givens representation ⋮ Algorithm and software for defining the distribution of eigenvalues of random symmetric matrices via simulation ⋮ Outlier Eigenvalues for Deformed I.I.D. Random Matrices ⋮ On the reduction of a random basis ⋮ On the evaluation of the eigendecomposition of the Airy integral operator ⋮ Random matrix theory and its applications ⋮ High-performance sampling of generic determinantal point processes ⋮ Complex bimatrix variate generalised beta distributions ⋮ Preserving topology while breaking chirality: from chiral orthogonal to anti-symmetric Hermitian ensemble ⋮ Unnamed Item ⋮ A randomized homotopy for the Hermitian eigenpair problem ⋮ Sampling unitary ensembles ⋮ The wasteland of random supergravities ⋮ The portion of matrices with real spectrum in the Lie algebra of the real symplectic group ⋮ ON SELBERG-TYPE SQUARE MATRICES INTEGRALS
This page was built for publication: Random matrix theory