Random matrix theory and its applications (Q2075698)

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scientific article; zbMATH DE number 7473926
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    Random matrix theory and its applications
    scientific article; zbMATH DE number 7473926

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      Random matrix theory and its applications (English)
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      15 February 2022
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      eigenvalue density
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      Gaussian ensembles
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      Jacobi ensembles
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      Mar\(\breve{\text{c}}\)enko-Pastur's quarter-circle law
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      spiked covariance model
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      Tracy-Widom laws
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      Wigner matrix
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      Wigner's semicircle law
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      Wishart matrix
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      Wishart-Laguerre ensembles
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