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

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

Wigner matrices are random Hermitian matrices H n = ( H n ( i , j ) ) i , j = 1 n {\textstyle H_{n}=(H_{n}(i,j))_{i,j=1}^{n}} such that the entries Invariant matrix ensembles are r… 展开

The joint probability density of the eigenvalues of n × n {\displaystyle n\times n} random Hermitian matrices M ∈ H n × n {\displaystyle M\in \mathbf {H} ^{n\times n}} , with partition fu… 展开

Wishart matrices
Wishart matrices are n × n random matrices of the form H = X X*, where X is an n × m random matrix (m ≥ n) with independent entries, and X* i… 展开