Random matrix theory is now a big subject with applications in many disciplines of science, engineering and finance. This talk is a survey specifically oriented towards the needs and interests of a computationally inclined audience. We include the important mathematics (free probability) that permit the characterization of a large class of random matrices. We discuss how computational software is transforming this theory into practice by highlighting its use in the context of a stochastic eigen-inference application. / Singapore-MIT Alliance (SMA)
| Identifer | oai:union.ndltd.org:MIT/oai:dspace.mit.edu:1721.1/30241 |
| Date | 01 1900 |
| Creators | Edelman, Alan, Rao, N. Raj |
| Source Sets | M.I.T. Theses and Dissertation |
| Language | English |
| Detected Language | English |
| Type | Article |
| Format | 83803 bytes, application/pdf |
| Relation | Computer Science (CS) |
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