Random matrix theory

@inproceedings{Edelman2005RandomMT,
  title={Random matrix theory},
  author={Alan Edelman},
  year={2005}
}
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. 
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