Corpus ID: 118373294

From Wishart to Jacobi ensembles: statistical properties and applications

  title={From Wishart to Jacobi ensembles: statistical properties and applications},
  author={P. Vivo},
Sixty years after the works of Wigner and Dyson, Random Matrix Theory still remains a very active and challenging area of research, with countless applications in mathematical physics, statistical mechanics and beyond. In this thesis, we focus on rotationally invariant models where the requirement of independence of matrix elements is dropped. Some classical examples are the Jacobi and WishartLaguerre (or chiral) ensembles, which constitute the core of the present work. The Wishart-Laguerre… Expand
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