Faculty
Science
Supervisor Name
Masoud Khalkhali
Keywords
Random Matrix Theory (RMT) GOE GUE GSE STIRLING FORMULA VANDERMONDE DETERMINANT SEMICIRCLE LAW
Description
This is a research report about Random Matrix Theory (RMT), which studies Gaussian Orthogonal Ensemble (GOE), Gaussian Unitary Ensemble (GUE) and Gaussian Symplectic Ensemble (GSE), the purpose is to prove Wigner’s semicircle law.
Acknowledgements
People who read this report should acknowledged at least three 2000 Undergraduate level Math courses.
Creative Commons License
This work is licensed under a Creative Commons Attribution 4.0 License.
Document Type
Poster
Included in
Some Progress on Random Matrix Theory (RMT)
This is a research report about Random Matrix Theory (RMT), which studies Gaussian Orthogonal Ensemble (GOE), Gaussian Unitary Ensemble (GUE) and Gaussian Symplectic Ensemble (GSE), the purpose is to prove Wigner’s semicircle law.
Comments
https://galton.uchicago.edu/~lalley/Courses/386/ClassicalEnsembles.pdf
https://kconrad.math.uconn.edu/blurbs/analysis/stirling.pdf
https://people.math.wisc.edu/~valko/courses/833/2009f/lec_2_3.pdf
https://physics.stackexchange.com/questions/14639/how-is-the-saddle-point-approximation-used-in-physics
https://sites.math.washington.edu/~morrow/papers/laura-thesis.pdf
https://sites.oxy.edu/ron/math/312/16/projects/Johnson.pdf
https://www.lpthe.jussieu.fr/~leticia/TEACHING/Master2019/GOE-cuentas.pdf