Hurwitz and the origins of random matrix theory in mathematics

DOI10.1142/S2010326317300017zbMath1398.11119arXiv1512.09229OpenAlexW2962817727MaRDI QIDQ2973390

Persi Diaconis, Peter J. Forrester

Publication date: 3 April 2017

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1512.09229

zbMATH Keywords

invariant measureclassical groupsrandom matrix theory

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52) Classical groups (11E57) Relations with random matrices (11M50) Invariant measures for infinite-dimensional dissipative dynamical systems (37L40)

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