random matrix theory

E259756

Random matrix theory is a branch of mathematics and mathematical physics that studies the statistical properties of matrices with randomly chosen entries, with deep applications to fields such as number theory, quantum chaos, and statistical mechanics.

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Predicate Object
instanceOf branch of mathematical physics ⓘ
branch of mathematics ⓘ
appliesTo compressed sensing ⓘ
finance ⓘ
machine learning ⓘ
multivariate statistics ⓘ
nuclear physics ⓘ
number theory ⓘ
quantum chaos ⓘ
statistical mechanics ⓘ
wireless communications ⓘ
developedBy Eugene Wigner ⓘ
Freeman Dyson ⓘ
Leonid Pastur ⓘ
Madame Tracy and Widom (Craig Tracy and Harold Widom) ⓘ
Marcin Kac ⓘ
Vladimir Marchenko ⓘ
emergedIn 1950s ⓘ
fieldOfStudy random matrices ⓘ
hasApplicationType modeling complex quantum systems ⓘ
modeling energy level statistics ⓘ
modeling high-dimensional data ⓘ
hasKeyConcept BBP phase transition ⓘ
Dyson Brownian motion ⓘ
Gaussian Orthogonal Ensemble ⓘ
Gaussian Symplectic Ensemble ⓘ
Gaussian Unitary Ensemble ⓘ
Ginibre ensemble ⓘ
Marchenko–Pastur law ⓘ
Stieltjes transform ⓘ
Tracy–Widom distribution ⓘ
Wigner matrices ⓘ
Wigner semicircle law ⓘ
Wishart matrices ⓘ
beta-ensembles ⓘ
circular law ⓘ
concentration of measure ⓘ
delocalization of eigenvectors ⓘ
determinantal point processes ⓘ
eigenvalue rigidity ⓘ
free probability ⓘ
global spectral statistics ⓘ
isotropic local laws ⓘ
large deviations for eigenvalues ⓘ
level repulsion ⓘ
local semicircle law ⓘ
local spectral statistics ⓘ
non-Hermitian random matrices ⓘ
orthogonal polynomial ensembles ⓘ
random band matrices ⓘ
resolvent method ⓘ
sample covariance matrices ⓘ
sparse random matrices ⓘ
spiked models ⓘ
universality ⓘ
originatedIn nuclear physics ⓘ
relatedTo GUE hypothesis for zeta zeros ⓘ
Montgomery pair correlation conjecture ⓘ
Riemann zeta function zeros ⓘ
quantum chaos conjectures ⓘ
studies eigenvalue distributions of random matrices ⓘ
eigenvector statistics of random matrices ⓘ
spectral statistics ⓘ
statistical properties of matrices with random entries ⓘ
usedIn MIMO communication theory ⓘ
high-dimensional statistics ⓘ
mesoscopic physics ⓘ
principal component analysis ⓘ
linked to: PCA

quantum transport ⓘ

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Referenced by (4)

Full triples — surface form annotated when it differs from this entity's canonical label.

Riemann hypothesis → relatedTo → random matrix theory ⓘ
Dyson index β → usedIn → random matrix theory ⓘ
Beta function → usedIn → random matrix theory ⓘ
Leonid Pastur → knownFor → Pastur equation in random matrix theory ⓘ
linked to: random matrix theory