Tags » Random Matrices

Tracy-Widom Project: Introduction

Hi there!

For next few months I will be posting certain things related to Random Matrix Theory (RMT).

Introduction: RMT deals with matrices with random variables as its entries. 347 more words

Tracy Widom Law

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