1. Random matrix theory
- Author
-
Edelman, Alan and Rao, N. Raj
- Abstract
Random matrix theory is now a big subject with applications in many disciplines of science, engineering and finance. This article is a survey specifically oriented towards the needs and interests of a numerical analyst. This survey includes some original material not found anywhere else. We include the important mathematics which is a very modern development, as well as the computational software that is transforming the theory into useful practice.
- Published
- 2005
- Full Text
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