random matrix ensemble
C39118
concept
A random matrix ensemble is a collection of matrices whose entries are random variables specified by a probability distribution, studied to understand the statistical properties of their eigenvalues and eigenvectors.
Observed surface forms (2)
- model in random matrix theory ×1
- object in random matrix theory ×1
Instances (8)
- Gaussian orthogonal ensemble
- Gaussian unitary ensemble
- Gaussian symplectic ensemble
- Dyson integral via concept surface "object in random matrix theory"
- Jacobi ensemble
- Dyson Brownian motion via concept surface "model in random matrix theory"
- Ginibre ensemble
- Wigner matrices