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  1. Random matrix - Wikipedia

    • A random matrix is a matrix-valued random variable with some or all entries sampled randomly. Random matrix theory studies the properties of large random matrices and their applications in physics展开

    Applications

    Physics
    In nuclear physics, random matrices were introduced by Eugene Wigner to model the nuclei of heavy atoms. Wigner postulated that the spacing… 展开

    Wikipedia
    History

    Random matrix theory first gained attention beyond mathematics literature in the context of nuclear physics. Experiments by Enrico Fermi and others demonstrated evidence that ind… 展开

    Wikipedia
    Gaussian Ensembles

    The most-commonly studied random matrix distributions are the Gaussian ensembles: GOE, GUE and GSE. They are often denoted by their Dyson index, β = 1 for GOE, β = 2 for G… 展开

    Wikipedia
     
  1. 随机矩阵理论(RMT)综述 - 知乎 - 知乎专栏

  2. [概论] 随机矩阵理论 - 知乎 - 知乎专栏

  3. The Oxford Handbook of Random Matrix Theory

  4. Introduction to Random Matrices - Theory and Practice

  5. Introduction to Random Matrices: Theory and Practice

    网页A slim and agile book that covers the standard tools and results on random matrices, with an eye on most recent developments. It includes Matlab codes, examples, and exercises to guide readers through the …