Hostname: page-component-cd9895bd7-8ctnn Total loading time: 0 Render date: 2024-12-28T02:03:17.245Z Has data issue: false hasContentIssue false
  • English
  • Français

Random matrix theory

Published online by Cambridge University Press:  19 April 2005

Alan Edelman  and
N. Raj Rao
Alan Edelman
Affiliation:
Department of Mathematics, Massachusetts Institute of Technology, Cambridge, MA 02139, USA, E-mail: [email protected]
N. Raj Rao
Affiliation:
Department of Electrical Engineering and Computer Science, Massachusetts Institute of Technology, Cambridge, MA 02139, USA, E-mail: [email protected]
Get access Rights & Permissions [Opens in a new window]

Abstract

Random matrix theory is now a big subject with applications in many disciplines of science, engineering and finance. This article is a survey specifically oriented towards the needs and interests of a numerical analyst. This survey includes some original material not found anywhere else. We include the important mathematics which is a very modern development, as well as the computational software that is transforming the theory into useful practice.

Type
Research Article
Information
Acta Numerica , Volume 14 , May 2005 , pp. 233 - 297
Copyright
© 2005 Cambridge University Press

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)