random matrix

**Random matrix** is a matrix-valued random variable. **Random matrix theory** studies mainly the behaviour of eigenvalues and various functions of random matrices; as such it has large importance in physics.

- related entries: Calogero-Moser system, large N limit
- Madan Lal Mehta,
*Random matrices*, 3rd ed. Pure and Applied Math. (Amsterdam)**142**, Elsevier/Academic Press 2004. xviii+688 pp. MR2129906, gBooks - wikipedia random matrix
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*Critique of the replica trick*, J. Phys. A: Math. Gen. 17 (1985) 1093-1109, pdf - Patrik L. Ferrari,
*Why random matrices share universal processes with interacting particle systems?*, arxiv/1312.1126 - Bertrand Eynard, Taro Kimura, Sylvain Ribault,
*Random matrices*, (lectures, 138 pages) arxiv/1510.04430 - Greg W. Anderson, Alice Guionnet, Ofer Zeitouni, An Introduction to Random Matrices, Cambridge Studies in Advanced Mathematics

Revised on September 20, 2016 00:24:15
by Zoran Škoda
(94.250.152.11)