Introduction to Random Matrices

DOI10.1007/978-3-319-70885-0zbMath1386.15003arXiv1712.07903OpenAlexW3102375613MaRDI QIDQ4595265

Giacomo Livan, Marcel Novaes, Pierpaolo Vivo

Publication date: 29 November 2017

Published in: SpringerBriefs in Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1712.07903

zbMATH Keywords

random matrices free probability spectral densities replica approach orthogonal polynomial techniques classical ensembles

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Other physical applications of random processes (60K40) Random matrices (algebraic aspects) (15B52) General applied mathematics (00A69) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to linear algebra (15-01)

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Uses Software

Matlab