Random Matrix Theory

concepts · 3 notes linked

Related: Stochastic Processes · Point Processes · Eugene Wigner · Probability Distributions · Free Probability · Quanta Magazine · Terence Tao · Freeman Dyson

Notes

• Determinantal point process - Wikipedia — Repulsive point process with probability characterized by kernel determinants
• In Mysterious Pattern, Math and Nature Converge | Quanta Magazine — Random matrix universality pattern appears across unrelated complex systems
• Wigner semicircle distribution - Wikipedia — Limiting eigenvalue distribution of large random symmetric matrices