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Random matrix theory

  • Alan Edelman (a1) and N. Raj Rao (a2)
  • DOI:
  • Published online: 01 May 2005

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.

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Acta Numerica
  • ISSN: 0962-4929
  • EISSN: 1474-0508
  • URL: /core/journals/acta-numerica
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