Concepedia

Random Matrix Distributions

Random Matrix Distributions is a class of probability distributions that model the statistical behavior of matrices whose entries are random variables, distinguished by their focus on the joint distribution of eigenvalues, eigenvectors, and matrix invariants arising from symmetries in random matrix ensembles.

814

Publications

60.7K

Citations

1K

Authors

559

Institutions

Publications per year

2017–2026

88

Parents

Publications

814

DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES

V A Marčenko, L. А. Pastur · Mathematics of the USSR-Sbornik · 1967 · 2.5K citations

, , +11

On the distribution of the largest eigenvalue in principal components analysis

Iain M. Johnstone · The Annals of Statistics · 2001 · 2K citations · Full text

, , +12

On the Distribution of the Roots of Certain Symmetric Matrices

E. P. Wigner · Annals of Mathematics · 1958 · 1.5K citations

, , +6

Distributions of Matrix Variates and Latent Roots Derived from Normal Samples

A. T. James · The Annals of Mathematical Statistics · 1964 · 1.4K citations · Full text

, , +12

Eigenvalues and Condition Numbers of Random Matrices

Alan Edelman · SIAM Journal on Matrix Analysis and Applications · 1988 · 1.3K citations · Full text

, , +11

1–5 of 814

Authors

1K

  1. HY
    Horng‐Tzer Yau

    Harvard University, United States

    18 publications · 1.9K citations

    17

    h-index

  2. PJ
    Peter J. Forrester

    The University of Melbourne, Australia

    17 publications · 1.4K citations

    16

    h-index

  3. LE
    László Erdős

    Institute of Science and Technology Austria, Austria

    18 publications · 1.8K citations

    15

    h-index

  4. SN
    Satya N. Majumdar

    Centre National de la Recherche Scientifique, France

    14 publications · 1.1K citations

    14

    h-index

  5. YV
    Yan V. Fyodorov

    Petersburg Nuclear Physics Institute, Russia

    14 publications · 734 citations

    13

    h-index

1–5 of 1K

Institutions

559

  1. Centre National de la Recherche Scientifique

    Paris, France

    25 h-index

    93 publications

    4.5K citations

  2. Université Paris-Sud

    Orsay, France

    21 h-index

    58 publications

    3K citations

  3. Laboratoire de Physique Théorique et Modèles Statistiques

    Orsay, France

    18 h-index

    44 publications

    2K citations

  4. University of Duisburg-Essen

    Essen, Germany

    17 h-index

    45 publications

    4K citations

  5. University of Bristol

    Bristol, United Kingdom

    16 h-index

    29 publications

    908 citations

  6. Harvard University

    Cambridge, United States

    15 h-index

    26 publications

    3.2K citations

  7. Rutgers, The State University of New Jersey

    New Brunswick, United States

    14 h-index

    20 publications

    2.5K citations

  8. Stanford University

    Stanford, United States

    13 h-index

    16 publications

    4.1K citations

1–8 of 559

Venues

  1. Physical Review Letters

    PRL · 34 publications · 3.3K citations

    26

    h-index

  2. Journal of Multivariate Analysis

    32 publications · 2.1K citations

    23

    h-index

  3. The Annals of Probability

    28 publications · 3.2K citations

    22

    h-index

  4. Journal of Physics A Mathematical and General

    28 publications · 1.5K citations

    21

    h-index

  5. Physical Review E

    PRE · 26 publications · 1.5K citations

    19

    h-index

1–5