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This is a brief survey of classical and recent results about the typical behavior of eigenvalues of large random matrices, written for mathematicians and others who study and use matrices but may not be accustomed to thinking about…

Probability · Mathematics 2021-01-11 Elizabeth Meckes

The goal of this tutorial is to promote interest in the study of random Boolean networks (RBNs). These can be very interesting models, since one does not have to assume any functionality or particular connectivity of the networks to study…

Adaptation and Self-Organizing Systems · Physics 2009-09-29 Carlos Gershenson

Neural network models are one of the most successful approaches to machine learning, enjoying an enormous amount of development and research over recent years and finding concrete real-world applications in almost any conceivable area of…

Mathematical Physics · Physics 2023-06-06 Nicholas P Baskerville

The book is devoted to investigation of arithmetic of the matrix rings over certain classes of commutative finitely generated principal ideals domains. We mainly concentrate on constructing of the matrix factorization theory. We reveal a…

Rings and Algebras · Mathematics 2025-02-21 Volodymyr Shchedryk

Power systems are developing very fast nowadays, both in size and in complexity; this situation is a challenge for Early Event Detection (EED). This paper proposes a data- driven unsupervised learning method to handle this challenge.…

Methodology · Statistics 2015-09-16 Xing He , Robert Caiming Qiu , Qian Ai , Yinshuang Cao , Jie Gu , Zhijian Jin

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

Free probability theory started in the 1980s has attracted much attention lately in signal processing and communications areas due to its applications in large size random matrices. However, it involves with massive mathematical concepts…

Probability · Mathematics 2019-03-01 Xiang-Gen Xia

In this paper we will provide an introductory understanding of random graph models, and matchings in the case of Erdos-Renyi random graphs. We will provide a synthesis of background theory to this end. We will further examine pertinent…

Statistics Theory · Mathematics 2019-11-18 Lucas Rooney

This book introduces the mathematical foundations and techniques that lead to the development and analysis of many of the algorithms that are used in machine learning. It starts with an introductory chapter that describes notation used…

Machine Learning · Statistics 2025-05-15 Laurent Younes

This article is an introduction to newly discovered relations between volumes of moduli spaces of Riemann surfaces or super Riemann surfaces, simple models of gravity or supergravity in two dimensions, and random matrix ensembles. (The…

Symplectic Geometry · Mathematics 2020-07-07 Edward Witten

This book intends to give the main definitions and theorems in mathematics which could be useful for workers in theoretical physics. It gives an extensive and precise coverage of the subjects which are addressed, in a consistent and…

Mathematical Physics · Physics 2014-02-05 Jean Claude Dutailly

This report summarizes some of the material that was presented by the author during the 2015 Les Houches Summerschool on "Random Matrices and Stochastic Processes". In these Lectures, various applications of Random Matrix Theory in modern…

Statistical Mechanics · Physics 2016-05-05 Aris L. Moustakas

We apply Tsallis's q-indexed entropy to formulate a non-extensive random matrix theory (RMT), which may be suitable for systems with mixed regular-chaotic dynamics. The joint distribution of the matrix elements is given by folding the…

Statistical Mechanics · Physics 2007-05-23 A. Y. Abul-Magd

Multivariate statistical analysis is concerned with observations on several variables which are thought to possess some degree of inter-dependence. Driven by problems in genetics and the social sciences, it first flowered in the earlier…

Statistics Theory · Mathematics 2007-06-13 Iain M. Johnstone

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 present a quick introduction to quantum field theory and Wilson's theory of the renormalization group from the point of view of mathematical analysis. The presentation is geared primarily towards a probability theory, harmonic analysis…

Probability · Mathematics 2013-11-21 Abdelmalek Abdesselam

Lanczos-based methods have become standard tools for tasks involving matrix functions. Progress on these algorithms has been driven by several largely disjoint communities, resulting many innovative and important advancements which would…

Numerical Analysis · Mathematics 2024-10-16 Tyler Chen

This book is an introduction to the nascent field of Fourier analysis on polytopes, and cones. There is a rapidly growing number of applications of these methods, so it is appropriate to invite students, as well as professionals, to the…

Combinatorics · Mathematics 2023-02-21 Sinai Robins

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…

Mathematical Physics · Physics 2007-05-23 Ulrika Magnea

Decision theories offer principled methods for making choices under various types of uncertainty. Algorithms that implement these theories have been successfully applied to a wide range of real-world problems, including materials and drug…

Machine Learning · Computer Science 2026-05-26 Agustinus Kristiadi