Related papers: An introduction to random matrix theory
This text provides a practical introduction to randomness and data analysis, in particular in the context of computer simulations. At the beginning, the most basics concepts of probability are given, in particular discrete and continuous…
The present work provides an original framework for random matrix analysis based on revisiting the concentration of measure theory from a probabilistic point of view. By providing various notions of vector concentration ($q$-exponential,…
This contribution to the proceedings of the Cracow meeting on `Applications of Random Matrix Theory' summarizes a series of studies, some old and others more recent on financial applications of Random Matrix Theory (RMT). We first review…
This paper shares a classroom story from Fall 2022 to Spring 2025 about a learner centered routine in undergraduate mathematics. I use four steps: an opening question, a short mini lecture about meaning, structured small group work, and a…
We review the development of random-matrix theory (RMT) during the last decade. We emphasize both the theoretical aspects, and the application of the theory to a number of fields. These comprise chaotic and disordered systems, the…
This is the note for the four lectures given by the author in the ``International Short-School/Conference on Affine Algebraic Geometry and the Jacobian Conjecture" at Chern Institute of Mathematics, Nankai University, Tianjin, China. July…
In this preface to the Journal of Physics A, Special Edition on Random Matrix Theory, we give a review of the main historical developments of random matrix theory. A short summary of the papers that appear in this special edition is also…
We provide a self-contained introduction to random matrices. While some applications are mentioned, our main emphasis is on three different approaches to random matrix models: the Coulomb gas method and its interpretation in terms of…
Markov chains are a class of probabilistic models that have achieved widespread application in the quantitative sciences. This is in part due to their versatility, but is compounded by the ease with which they can be probed analytically.…
We describe a list of open problems in random matrix theory and the theory of integrable systems that was presented at the conference Asymptotics in Integrable Systems, Random Matrices and Random Processes and Universality, Centre de…
These lecture notes were prepared as a basic introduction to the theory of constrained systems which is how the fundamental forces of nature appear in their Hamiltonian formulation. Only a working knowledge of Lagrangian and Hamiltonian…
These are lecture notes of a mini-course given by the first author in Moscow in July 2019, taken by the second author and then edited and expanded by the first author. They were also a basis of the lectures given by the first author at the…
Recently delivered lectures on Self-Referential Mathematics, [2], at the Department of Mathematics and Applied Mathematics, University of Pretoria, are briefly presented. Comments follow on the subject, as well as on Inconsistent…
In joint work with Adam Black and Reuben Drogin, we develop a new approach to understanding the diffusive limit of the random Schrodinger equation based on ideas taken from random matrix theory. These lecture notes present the main ideas…
We discuss a connection between two areas of mathematics which until recently seemed to be rather distant from each other: (1) noncommutative harmonic analysis on groups and (2) some topics in probability theory related to random point…
This is a course on Random Matrix Theory which includes traditional as well as advanced topics presented with an extensive use of classical logarithmic plasma analogy and that of the quantum systems of one-dimensional interacting fermions…
This book introduces to the theory of probabilities from the beginning. Assuming that the reader possesses the normal mathematical level acquired at the end of the secondary school, we aim to equip him with a solid basis in probability…
The physics of randomness and regularities for languages (mother tongues) and their lifetimes and family trees and for the second languages are studied in terms of two opposite processes; random multiplicative noise [1], and fragmentation…
This book collects the lectures about graph theory and its applications which were given to students of mathematical departments of Moscow State University and Peking University. Graph theory is a very wide field with a lot of applications…
The present overview of interacting particle systems on random graphs collects the notes of a mini-course given by the authors at the Brazilian School of Probability, 5--9 August 2024, in Salvador, Bahia, Brazil. The content is a personal…