FROM RANDOM MATRICES TO STOCHASTIC OPERATORS ALAN EDELMAN AND BRIAN D. SUTTON Abstract. We propose that classical random matrix models are properly viewed as finite difference schemes for stochastic differential operator

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Date: 2007-08-01 16:12:27 Mathematical physics Matrices Random matrices Singular value decomposition Linear algebra Random matrix Matrix Alan Edelman Eigenvalues and eigenvectors Hermitian matrix Symmetric matrix Singular value		FROM RANDOM MATRICES TO STOCHASTIC OPERATORS ALAN EDELMAN AND BRIAN D. SUTTON Abstract. We propose that classical random matrix models are properly viewed as finite difference schemes for stochastic differential operator Add to Reading List Source URL: faculty.rmc.edu Download Document from Source Website File Size: 407,21 KB Share Document on Facebook

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