A Review of Gaussian Random Matrices
While many university students get introduced to the concept of statistics early in their education, random matrix theory (RMT) usually first arises (if at all) in graduate level classes. This thesis serves as a friendly introduction to RMT, which is the study of matrices with entries following some...
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| Format: | Others |
| Language: | English |
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Linköpings universitet, Matematisk statistik
2020
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-171649 |