Random matrix theory

  title={Random matrix theory},
  author={Alan Edelman},
Random matrix theory is now a big subject with applications in many disciplines of science, engineering and finance. This article is a survey specifically oriented towards the needs and interests of a numerical analyst. This survey includes some original material not found anywhere else. We include the important mathematics which is a very modern development, as well as the computational software that is transforming the theory into useful practice. 
Highly Influential
This paper has highly influenced 13 other papers. REVIEW HIGHLY INFLUENTIAL CITATIONS
Highly Cited
This paper has 200 citations. REVIEW CITATIONS


Publications citing this paper.
Showing 1-10 of 132 extracted citations

201 Citations

Citations per Year
Semantic Scholar estimates that this publication has 201 citations based on the available data.

See our FAQ for additional information.


Publications referenced by this paper.
Showing 1-10 of 98 references

Eigenvalue statistics for beta-ensembles

  • I. Dumitriu
  • PhD thesis, Department of Mathematics…
  • 2003
Highly Influential
6 Excerpts

The ubiquitous Kronecker product

  • C. F. Van Loan
  • J. Comput. Appl. Math
  • 2000
Highly Influential
5 Excerpts

Orthogonal Polynomials and Random Matrices: A Riemann– Hilbert Approach, Vol. 3 of Courant Lecture

  • P A.
  • Deift
  • 1999
Highly Influential
7 Excerpts

Random Matrices, second edn

  • M. L. Mehta
  • 1991
Highly Influential
5 Excerpts

Eigenvalues and condition numbers of random matrices, PhD thesis, Department of Mathematics, Massachusetts Institute

  • A. Edelman
  • 1989
Highly Influential
12 Excerpts

Aspects of Multivariate Statistical Theory, Wiley, New York

  • R. J. Muirhead
  • 1982
Highly Influential
9 Excerpts

The threefold way: algebraic structures of symmetry groups and ensembles in quantum mechanics

  • F. J. Dyson
  • J. Math. Phys
  • 1963
Highly Influential
10 Excerpts

Integrable systems and combinatorial theory

  • P. Deift
  • Notices Amer. Math. Soc
  • 2000
Highly Influential
5 Excerpts

The circular law: ten years later

  • V L.
  • Girko
  • 1994
Highly Influential
4 Excerpts

Similar Papers

Loading similar papers…