Random matrix theory and its applications (Q2075698)

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Random matrix theory and its applications
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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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