Random Matrix Theory and Its Innovative Applications

Recently more and more disciplines of science and engineering have found Random Matrix Theory valuable. Some disciplines use the limiting densities to indicate the cutoff between "noise" and "signal." Other disciplines are finding eigenvalue repulsions a compelling model of reali...

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Bibliographic Details
Main Authors: Edelman, Alan, Wang, Yuyang
Other Authors: Massachusetts Institute of Technology. Department of Mathematics
Format: Article
Published: Springer Science+Business Media 2018
Online Access:http://hdl.handle.net/1721.1/115827
https://orcid.org/0000-0001-7676-3133
Description
Summary:Recently more and more disciplines of science and engineering have found Random Matrix Theory valuable. Some disciplines use the limiting densities to indicate the cutoff between "noise" and "signal." Other disciplines are finding eigenvalue repulsions a compelling model of reality. This survey introduces both the theory behind these applications and MATLAB experiments allowing a reader immediate access to the ideas. Keywords: computational science; dynamic blocking problems; elliptic curves; mathematical modeling; random matrix theory