Concepedia

Random Matrix Theory

Random Matrix Theory is a mathematical framework within probability theory and statistical physics that studies the eigenvalue and eigenvector distributions of matrices whose entries are random variables, distinguishing it from classical matrix analysis by focusing on universal statistical properties emerging in the limit of large matrix dimensions.

5.9K

Publications

401.1K

Citations

6.2K

Authors

1.9K

Institutions

Publications per year

2017–2026

1.1K

Variants

Rmt

Parents

Publications

5.9K

Stable signal recovery from incomplete and inaccurate measurements

Emmanuel J. Candès, Justin Romberg, Terence Tao · Communications on Pure and Applied Mathematics · 2006 · 7.2K 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

Classification of topological insulators and superconductors in three spatial dimensions

Andreas P. Schnyder, Shinsei Ryu, Akira Furusaki et al. · Physical Review B · 2008 · 3.4K citations · Full text

, , +15

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

A well-conditioned estimator for large-dimensional covariance matrices

Olivier Ledoit, Michael Wolf · Journal of Multivariate Analysis · 2003 · 2.9K citations · Full text

, , +8

1–5 of 5.9K

Authors

6.2K

  1. JJ
    J. J. M. Verbaarschot

    Stony Brook University, United States

    48 publications · 5.2K citations

    33

    h-index

  2. PJ
    Peter J. Forrester

    The University of Melbourne, Australia

    67 publications · 3.6K citations

    30

    h-index

  3. ZB
    Zhidong Bai

    Northeast Normal University, China

    47 publications · 5K citations

    29

    h-index

  4. VV
    Van Vu

    University of California, Los Angeles, United States

    39 publications · 4.3K citations

    28

    h-index

  5. YV
    Yan V. Fyodorov

    Petersburg Nuclear Physics Institute, Russia

    47 publications · 3.7K citations

    27

    h-index

1–5 of 6.2K

Institutions

1.9K

  1. Centre National de la Recherche Scientifique

    Paris, France

    62 h-index

    525 publications

    37.2K citations

  2. Université Paris-Sud

    Orsay, France

    42 h-index

    181 publications

    12.2K citations

  3. Stony Brook University

    Stony Brook, United States

    42 h-index

    110 publications

    11.7K citations

  4. Princeton University

    Princeton, United States

    42 h-index

    129 publications

    14.4K citations

  5. Stanford University

    Stanford, United States

    42 h-index

    189 publications

    39.8K citations

  6. Yale University

    New Haven, United States

    40 h-index

    119 publications

    10.7K citations

  7. University of Duisburg-Essen

    Essen, Germany

    39 h-index

    153 publications

    10.8K citations

  8. Harvard University

    Cambridge, United States

    39 h-index

    114 publications

    9.1K citations

1–8 of 1.9K

Venues

  1. Physical Review Letters

    PRL · 321 publications · 32.9K citations

    95

    h-index

  2. Journal of Physics A Mathematical and General

    155 publications · 8K citations

    53

    h-index

  3. Physical Review E

    PRE · 148 publications · 6.8K citations

    47

    h-index

  4. The Annals of Statistics

    92 publications · 11.1K citations

    47

    h-index

  5. The Annals of Probability

    98 publications · 9.4K citations

    47

    h-index

1–5