Book contents
- Frontmatter
- Contents
- Preface
- List of Symbols
- Part I Classical Random Matrix Theory
- Part II Sums and Products of Random Matrices
- 8 Addition of Random Variables and Brownian Motion
- 9 Dyson Brownian Motion
- 10 Addition of Large Random Matrices
- 11 Free Probabilities
- 12 Free Random Matrices
- 13 The Replica Method*
- 14 Edge Eigenvalues and Outliers
- Part III Applications
- Appendix Mathematical Tools
- Index
13 - The Replica Method*
from Part II - Sums and Products of Random Matrices
Published online by Cambridge University Press: 12 November 2020
- Frontmatter
- Contents
- Preface
- List of Symbols
- Part I Classical Random Matrix Theory
- Part II Sums and Products of Random Matrices
- 8 Addition of Random Variables and Brownian Motion
- 9 Dyson Brownian Motion
- 10 Addition of Large Random Matrices
- 11 Free Probabilities
- 12 Free Random Matrices
- 13 The Replica Method*
- 14 Edge Eigenvalues and Outliers
- Part III Applications
- Appendix Mathematical Tools
- Index
Summary

- Type
- Chapter
- Information
- A First Course in Random Matrix Theoryfor Physicists, Engineers and Data Scientists, pp. 199 - 219Publisher: Cambridge University PressPrint publication year: 2020