Random matrix theory (RMT) has emerged as a powerful framework for analysing complex systems across physics, statistics and beyond, by examining the statistical properties of matrices with random ...
A relatively obscure eigenvalue due to Wielandt is used to give a simple derivation of the asymptotic distribution of the eigenvalues of a random symmetric matrix. The asymptotic distributions are ...
My research is in Random Matrix Theory - in particular looking at the eigenvalue statistics and properties of characteristic polynomials of various random matrix ensembles. Many of our academics speak ...