A Dynamical Approach to Random Matrix Theory
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Publication:5359584
DOI10.1090/cln/028zbMath1379.15003OpenAlexW2799499928MaRDI QIDQ5359584
Publication date: 26 September 2017
Published in: Courant Lecture Notes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/cln/028
monographentropycorrelation functionsrandom matrixWigner matriceseigenvalue densitylocal semicircle lawDyson Brownian motioninvariant ensemblesGaussian orthogonal ensemblesGaussian unitary ensembleslocal spectral universality
Random matrices (probabilistic aspects) (60B20) Brownian motion (60J65) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44) Random matrices (algebraic aspects) (15B52) Research exposition (monographs, survey articles) pertaining to linear algebra (15-02)
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