The Living Thing / Notebooks :

Random matrix theory

Many dimensions plus linear algebra plus probability equals Random Matrix Theory.

Turns out to pop up in a lot of linear systems and adjacency graphs and induce some elegant results, and be useful where linear algebra is (“the whole modern world”) therefore super trendy.

I mostly encounter this though matrix concentration, which you can infer using general random matrix results.

I am a consumer not a constructor of these theorems, so this page will remain forever sparse.

To read

This post gathers comments and updates about the survey Around the circular law (2012).

Refs