KAPPA-DEFORMED RANDOM-MATRIX THEORY BASED ON KANIADAKIS STATISTICS

Application of Random Matrix Theory to Multivariate Statistics

This is an expository account of the edge eigenvalue distributions in random matrix theory and their application in multivariate statistics. The emphasis is on the Painlevé representations of these distribution functions.

Random Matrix Line Shape Theory with Applications to Lévy Statistics ∗

A model system of a bright state coupled to a manifold of dark states is analyzed with regard to the width distributions of the dark manifold induced in the bright state. Independent box shaped distributions are assumed for the energy distributions, the coupling distributions and the dark level width-distributions. The width distributions induced via the couplings from the dark levels into the ...

Journal club - Random matrix theory in statistics: A review

The article ”Random matrix theory in statistics: A review” was written by D. Paul and A. Aue and published in the Journal of Statistical Planning and Inference in 2015. Random Matrix Theory (RMT) is interested among other topics in describing the asymptotic behavior of the singular values and singular vectors of random matrices. Random matrices emerge in many statistical problems, that can be t...

Notes on Random Matrix Theory

3 Universality 4 3.1 Macroscopic behaviour . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 3.1.1 Wigner’s semicircle law . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7 3.2 Microscopic behaviour . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7 3.2.1 Bulk universality . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ...

Lectures on Random Matrix Theory