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This paper is a brief review of recent developments in random matrix theory. Two aspects are emphasized: the underlying role of integrable systems and the occurrence of the distribution functions of random matrix theory in diverse areas of…

Mathematical Physics · Physics 2007-05-23 Craig A. Tracy , Harold Widom

The recent progresses in Machine Learning opened the door to actual applications of learning algorithms but also to new research directions both in the field of Machine Learning directly and, at the edges with other disciplines. The case…

Disordered Systems and Neural Networks · Physics 2023-07-17 Aurélien Decelle

These lectures introduce key concepts in probability and statistical inference at a level suitable for graduate students in particle physics. Our goal is to paint as vivid a picture as possible of the concepts covered.

Data Analysis, Statistics and Probability · Physics 2007-05-23 Harrison B. Prosper

We consider the simplest gauge theories given by one- and two- matrix integrals and concentrate on their stringy and geometric properties. We remind general integrable structure behind the matrix integrals and turn to the geometric…

High Energy Physics - Theory · Physics 2009-11-11 A. Marshakov

Classical random matrix ensembles were originally introduced in physics to approximate quantum many-particle nuclear interactions. However, there exists a plethora of quantum systems whose dynamics is explained in terms of few-particle…

Quantum Physics · Physics 2021-11-17 Manan Vyas , Thomas H. Seligman

These notes represent approximately one semester's worth of lectures on introductory general relativity for beginning graduate students in physics. Topics include manifolds, Riemannian geometry, Einstein's equations, and three applications:…

General Relativity and Quantum Cosmology · Physics 2007-05-23 Sean M. Carroll

This text presents an unified approach of probability and statistics in the pursuit of understanding and computation of randomness in engineering or physical or social system with prediction with generalizability. Starting from elementary…

History and Overview · Mathematics 2024-01-19 Lakshman Mahto

We review various combinatorial applications of field theoretical and matrix model approaches to equilibrium statistical physics involving the enumeration of fixed and random lattice model configurations. We show how the structures of the…

Statistical Mechanics · Physics 2007-05-23 P. Di Francesco

These notes are based on lecture courses I gave to third year mathematics students at Cambridge. They could form a basis of an elementary one--term lecture course on integrable systems covering the Arnold-Liouville theorem, inverse…

High Energy Physics - Theory · Physics 2026-01-13 Maciej Dunajski

Theory of Random Matrix Ensembles have proven to be a useful tool in the study of the statistical distribution of energy or transmission levels of a wide variety of physical systems. We give an overview of certain q-generalizations of the…

Disordered Systems and Neural Networks · Physics 2007-05-23 K. A. Muttalib , Y. Chen , M. E. H. Ismail

These lecture notes provide a self-contained introduction to the mathematical methods required in a Bachelor degree programme in Business, Economics, or Management. In particular, the topics covered comprise real-valued vector and matrix…

General Finance · Quantitative Finance 2015-09-17 Henk van Elst

We present a brief introduction to the theory of operator limits of random matrices to non-experts. Several open problems and conjectures are given. Connections to statistics, integrable systems, orthogonal polynomials, and more, are…

Probability · Mathematics 2018-08-31 Balint Virag

These lectures provide an introduction to the basic aspects of the Standard Model, $SU(3)_{C} \times SU(2)_{L} \times U(1)_{Y}$.

High Energy Physics - Phenomenology · Physics 2007-05-23 M. J. Herrero

This in an introduction to random matrix theory, giving an impression of some of the most important aspects of this modern subject. In particular, it covers the basic combinatorial and analytic theory around Wigner's semicircle law,…

Probability · Mathematics 2020-09-14 Roland Speicher

Random matrix theory is a well-developed area of probability theory that has numerous connections with other areas of mathematics and its applications. Much of the literature in this area is concerned with matrices that possess many exact…

Probability · Mathematics 2018-06-22 Ramon van Handel

This is a (long) survey about applications of percolation theory in equilibrium statistical mechanics. The chapters are as follows: 1. Introduction 2. Equilibrium phases 3. Some models 4. Coupling and stochastic domination 5. Percolation 6.…

Probability · Mathematics 2016-09-07 H. -O. Georgii , O. Häggström , C. Maes

These are lectures notes for a 4h30 mini-course held in Ulaanbaatar, National University of Mongolia, August 5-7th 2015, at the summer school "Stochastic Processes and Applications". It aims at presenting an introduction to basic results of…

Probability · Mathematics 2017-10-31 Gaëtan Borot

Lecture notes of a master course given at Orsay between 2019-2024. Topics covered include Part I: One-dimensional random walks, cycle lemma and Bienaym\'e--Galton--Watson random trees. Part II: Erd\"os--R\'enyi random graphs, three proofs…

Probability · Mathematics 2024-12-30 Nicolas Curien

The multiplicative and additive compounds of a matrix play an important role in several fields of mathematics including geometry, multi-linear algebra, combinatorics, and the analysis of nonlinear time-varying dynamical systems. There is a…

Optimization and Control · Mathematics 2021-03-30 Eyal Bar-Shalom , Michael Margaliot

Random matrix models have been extensively studied in mathematical physics and have proven useful in combinatorics. In this review paper we introduce a generalization of these models to a class of tensor models. As the topology and…

Combinatorics · Mathematics 2012-11-21 Adrian Tanasa