Tags » Random Matrices

What is Random Matrix Theory?

With any question regarding mathematics as vague as the one I’ve just posed, I can’t give you an answer without at least lying a bit. Instead, I’ll do what any first course on RMT does — Wigner’s semi-circle law. 1,445 more words


Two Delightful Major Simplifications

Arguably mathematics is getting harder, although some people claim that also in the old times parts of it were hard and known only to a few experts before major simplifications had changed  matters. 278 more words


Random matrices have simple spectrum

Van Vu and I have just uploaded to the arXiv our paper “Random matrices have simple spectrum“. Recall that an Hermitian matrix is said to have simple eigenvalues if all of its eigenvalues are distinct. 612 more words