Operator limits of random matrices
PROCEEDINGS OF THE INTERNATIONAL CONGRESS OF MATHEMATICIANS (ICM 2014), VOL IV(2018)
摘要
We present a brief introduction to the theory of operator limits of random matrices to non-experts. Several open problems and conjectures are given. Connections to statistics, integrable systems, orthogonal polynomials, and more, are discussed.
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关键词
Random matrix, random operator
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