Concepedia

Random Matrices

Random Matrices is a mathematical framework in probabilistic combinatorics that consists of matrices whose entries are random variables, distinguished by their use in modeling stochastic structures and analyzing the probabilistic behavior of eigenvalues, determinants, and other matrix properties under randomness.

4.1K

Publications

314.6K

Citations

4.4K

Authors

1.5K

Institutions

Publications per year

2017–2026

598

Parents

Publications

4.1K

Monte Carlo sampling methods using Markov chains and their applications

W. Keith Hastings · Biometrika · 1970 · 15.2K citations

, , +16

Inequalities: Theory of Majorization and its Applications.

Barry C. Arnold, Albert W. Marshall, Ingram Olkin · Journal of the American Statistical Association · 1981 · 5K citations

, , +14

Matrix-Geometric Solutions in Stochastic Models. An Algorithmic Approach.

C. C. Heyde, Marcel F. Neuts · Journal of the American Statistical Association · 1982 · 3.3K citations

, , +12

MATRIX POPULATION MODELS: CONSTRUCTION ANALYSIS AND INTERPRETATION

Floyd W. Weckerly · Natural Resource Modeling · 2001 · 3.3K citations

, , +12

Matrix Differential Calculus with Applications in Statistics and Econometrics.

J. R. Magnus, Heinz Neudecker · Biometrics · 1988 · 2.7K citations

, , +12

1–5 of 4.1K

Authors

4.4K

  1. PJ
    Peter J. Forrester

    The University of Melbourne, Australia

    58 publications · 2.9K citations

    28

    h-index

  2. LE
    László Erdős

    Institute of Science and Technology Austria, Austria

    46 publications · 3.3K citations

    26

    h-index

  3. VV
    Van Vu

    University of California, Los Angeles, United States

    38 publications · 4.2K citations

    26

    h-index

  4. YV
    Yan V. Fyodorov

    Petersburg Nuclear Physics Institute, Russia

    37 publications · 3.3K citations

    25

    h-index

  5. HY
    Horng‐Tzer Yau

    Harvard University, United States

    34 publications · 3.1K citations

    24

    h-index

1–5 of 4.4K

Institutions

1.5K

  1. Centre National de la Recherche Scientifique

    Paris, France

    56 h-index

    336 publications

    20.6K citations

  2. Université Paris-Sud

    Orsay, France

    38 h-index

    126 publications

    10.1K citations

  3. Stanford University

    Stanford, United States

    35 h-index

    114 publications

    31.1K citations

  4. Princeton University

    Princeton, United States

    32 h-index

    71 publications

    10.4K citations

  5. University of Duisburg-Essen

    Essen, Germany

    31 h-index

    114 publications

    8.5K citations

  6. Commissariat à l'Énergie Atomique et aux Énergies Alternatives

    Paris, France

    31 h-index

    62 publications

    5K citations

  7. Laboratoire de Physique Théorique et Modèles Statistiques

    Orsay, France

    30 h-index

    95 publications

    4.4K citations

  8. University of Bristol

    Bristol, United Kingdom

    29 h-index

    97 publications

    5.5K citations

1–8 of 1.5K

Venues

  1. Physical Review Letters

    PRL · 120 publications · 17.5K citations

    63

    h-index

  2. Journal of Physics A Mathematical and General

    125 publications · 7.1K citations

    49

    h-index

  3. Communications in Mathematical Physics

    99 publications · 8.7K citations

    47

    h-index

  4. The Annals of Probability

    82 publications · 7.1K citations

    40

    h-index

  5. Probability Theory and Related Fields

    63 publications · 4.2K citations

    38

    h-index

1–5