Asymptotic Theory for Large Random Matrices and Its Applications
出版項
2020
說明
1 online resource (162 pages)
文字
text
無媒介
computer
成冊
online resource
附註
Source: Dissertations Abstracts International, Volume: 82-02, Section: B
Advisor: Dembo, Amir;Chatterjee, Sourav;Montanari, Andrea
Thesis (Ph.D.)--Stanford University, 2020
Includes bibliographical references
Random matrix theory has a long history. It was first introduced in mathematical statistics by John Wishart in 1928, and it gained attention during the 1950s due to work by Eugene Wigner studying the distribution of nuclear energy levels. A large number of physicists and mathematicians have been fascinated by random matrix theory, and after decades of study, it has matured into a field with applications in many branches of physics and mathematics. Nowadays, the subject is still very much alive with new and exciting research. Much of my PhD work has revolved around the study of random matrix theory. This dissertation gives a tour of my work on asymptotic theory of large random matrices and its applications in statistics, probability, and the theory of orthogonal polynomials, respectively
Electronic reproduction. Ann Arbor, Mich. : ProQuest, 2021
