Lectures on random matrix theory and symmetric spaces
Mathematical Physics
2007-05-23 v1 Mesoscale and Nanoscale Physics
High Energy Physics - Theory
math.MP
Abstract
In these lectures we discuss some elementary concepts in connection with the theory of symmetric spaces applied to ensembles of random matrices. We review how the relationship between random matrix theory and symmetric spaces can be used in some physical contexts.
Cite
@article{arxiv.math-ph/0502015,
title = {Lectures on random matrix theory and symmetric spaces},
author = {Ulrika Magnea},
journal= {arXiv preprint arXiv:math-ph/0502015},
year = {2007}
}
Comments
Invited lectures presented at the UK-Japan Winter School "Geometric, Spectral, and Stochastic Analysis", Evesham, UK, January 2005; 72 pages, 8 figures