- Algebra
- >
- Linear algebra
- >
- Matrices
- >
- Random matrices

- Functional analysis
- >
- Linear operators
- >
- Matrices
- >
- Random matrices

- Functions and mappings
- >
- Linear operators
- >
- Matrices
- >
- Random matrices

- Linear algebra
- >
- Linear operators
- >
- Matrices
- >
- Random matrices

- Linear algebra
- >
- Matrix theory
- >
- Matrices
- >
- Random matrices

- Mathematical concepts
- >
- Mathematical objects
- >
- Matrices
- >
- Random matrices

- Measure theory
- >
- Probability theory
- >
- Statistical randomness
- >
- Random matrices

- Operator theory
- >
- Linear operators
- >
- Matrices
- >
- Random matrices

- Philosophy of mathematics
- >
- Mathematical objects
- >
- Matrices
- >
- Random matrices

- Probability
- >
- Probability theory
- >
- Statistical randomness
- >
- Random matrices

- Probability
- >
- Randomness
- >
- Statistical randomness
- >
- Random matrices

- Statistics
- >
- Statistical theory
- >
- Statistical randomness
- >
- Random matrices

Complex Wishart distribution

In statistics, the complex Wishart distribution is a complex version of the Wishart distribution. It is the distribution of times the sample Hermitian covariance matrix of zero-mean independent Gaussi

Tracy–Widom distribution

The Tracy–Widom distribution is a probability distribution from random matrix theory introduced by Craig Tracy and Harold Widom . It is the distribution of the normalized largest eigenvalue of a rando

Isotropic position

In the fields of machine learning, the theory of computation, and random matrix theory, a probability distribution over vectors is said to be in isotropic position if its covariance matrix is equal to

Matrix normal distribution

In statistics, the matrix normal distribution or matrix Gaussian distribution is a probability distribution that is a generalization of the multivariate normal distribution to matrix-valued random var

Matrix t-distribution

In statistics, the matrix t-distribution (or matrix variate t-distribution) is the generalization of the multivariate t-distribution from vectors to matrices. The matrix t-distribution shares the same

Wigner surmise

In mathematical physics, the Wigner surmise is a statement about the probability distribution of the spaces between points in the spectra of nuclei of heavy atoms, which have many degrees of freedom,

Circular law

In probability theory, more specifically the study of random matrices, the circular law concerns the distribution of eigenvalues of an n × n random matrix with independent and identically distributed

Water retention on random surfaces

Water retention on random surfaces is the simulation of catching of water in ponds on a surface of cells of various heights on a regular array such as a square lattice, where water is rained down on e

Matrix variate beta distribution

In statistics, the matrix variate beta distribution is a generalization of the beta distribution. If is a positive definite matrix with a matrix variate beta distribution, and are real parameters, we

Circular ensemble

In the theory of random matrices, the circular ensembles are measures on spaces of unitary matrices introduced by Freeman Dyson as modifications of the Gaussian matrix ensembles. The three main exampl

Matrix gamma distribution

In statistics, a matrix gamma distribution is a generalization of the gamma distribution to positive-definite matrices. It is a more general version of the Wishart distribution, and is used similarly,

Random matrix

In probability theory and mathematical physics, a random matrix is a matrix-valued random variable—that is, a matrix in which some or all elements are random variables. Many important properties of ph

Marchenko–Pastur distribution

In the mathematical theory of random matrices, the Marchenko–Pastur distribution, or Marchenko–Pastur law, describes the asymptotic behavior of singular values of large rectangular random matrices. Th

Inverse matrix gamma distribution

In statistics, the inverse matrix gamma distribution is a generalization of the inverse gamma distribution to positive-definite matrices. It is a more general version of the inverse Wishart distributi

Weingarten function

In mathematics, Weingarten functions are rational functions indexed by partitions of integers that can be used to calculate integrals of products of matrix coefficients over classical groups. They wer

Euclidean random matrix

Within mathematics, an N×N Euclidean random matrix Â is defined with the help of an arbitrary deterministic function f(r, r′) and of N points {ri} randomly distributed in a region V of d-dimensional E

Lewandowski-Kurowicka-Joe distribution

In probability theory and Bayesian statistics, the Lewandowski-Kurowicka-Joe distribution, often referred to as the LKJ distribution, is a continuous probability distribution for a symmetric matrix. I

Wishart distribution

In statistics, the Wishart distribution is a generalization to multiple dimensions of the gamma distribution. It is named in honor of John Wishart, who first formulated the distribution in 1928. It is

Montgomery's pair correlation conjecture

In mathematics, Montgomery's pair correlation conjecture is a conjecture made by Hugh Montgomery that the pair correlation between pairs of zeros of the Riemann zeta function (normalized to have unit

© 2023 Useful Links.