Related papers: Developments in Random Matrix Theory

The link between a particular class of growth processes and random matrices was established in the now famous 1999 article of Baik, Deift, and Johansson on the length of the longest increasing subsequence of a random permutation. During the…

Around 1950, Wigner introduced the idea of modelling physical reality with an ensemble of random matrices while studying the energy levels of heavy atomic nuclei. Since then, the field of random-matrix theory has grown tremendously, with…

In this paper, we give random matrix theory approach to the quantum mechanics using the quantum Hamilton-Jacobi formalism. We show that the bound state problems in quantum mechanics are analogous to solving Gaussian unitary ensemble of…

This is a brief review, in relatively non-technical terms, of recent advances in the theory of random field geometry. These advances have provided a collection of explicit new formulae describing mean values of a variety of geometric…

We will study the relationship between two well-known theories, genetic evolution and random matrix theory in the context of many-body systems. It is suggested that genetic evolution can be described by a random matrix theory with…

In this paper, a time series model with coefficients that take values from random matrix ensembles is proposed. Formal definitions, theoretical solutions, and statistical properties are derived. Estimation and forecast methodologies for…

We give a survey of the analytic theory of matrix orthogonal polynomials.

This is a survey article on some recent developments in the arithmetic theory of linear algebraic groups over higher-dimensional fields, written for the Notices of the AMS.

This is an introduction to some recent developments in string theory and M theory. We try to concentrate on the main physical aspects, and often leave more technical details to the original literature.

We summarize some of the recent developments which link certain problems in combinatorial theory related to random growth to random matrix theory.

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…

This is a tutorial on some basic non-asymptotic methods and concepts in random matrix theory. The reader will learn several tools for the analysis of the extreme singular values of random matrices with independent rows or columns. Many of…

During 2004, four divisions of the American Physical Society commissioned a study of neutrino physics to take stock of where the field is at the moment and where it is going in the near and far future. Several working groups looked at…

In this note, we survey some elementary theorems and proofs concerning dynamical matrices theory. Some mathematical concepts and results involved in quantum information theory are reviewed. A little new result on the matrix representation…

This is the preface to the special issue of the Journal of Physics A: Mathematical and Theoretical, entitled "New trends in first-passage methods and applications in the life sciences and engineering"

Relying on recent advances in statistical estimation of covariance distances based on random matrix theory, this article proposes an improved covariance and precision matrix estimation for a wide family of metrics. The method is shown to…

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…

This short course offers a new perspective on randomized algorithms for matrix computations. It explores the distinct ways in which probability can be used to design algorithms for numerical linear algebra. Each design template is…

First we survey generating function methods for obtaining useful probability estimates about random matrices in the finite classical groups. Then we describe a probabilistic picture of conjugacy classes which is coherent and beautiful.…

Phase transitions generically occur in random matrix models as the parameters in the joint probability distribution of the random variables are varied. They affect all main features of the theory and the interpretation of statistical models…