Keyword

eigenvalue statistics

Description: Statistical properties of eigenvalues, such as their distributions, correlations, and spacing, in matrices, operators, or physical systems.

Primary topic: Random Matrices and Applications (56%)

OpenAlex ID: keywords/eigenvalue-statistics

Distribution of Eigenvalues for Some Sets of Random Matrices

1967 · V A Marčenko, L A Pastur · Mathematics of the USSR-Sbornik · 2,463

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Level-spacing distributions and the Airy kernel

1994 · Craig A. Tracy, Harold Widom · Communications in Mathematical Physics · 1,830

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An Introduction to Random Matrices

2009 · Greg W. Anderson, Alice Guionnet, et al. · Cambridge University Press eBooks · 1,317

A Brownian-Motion Model for the Eigenvalues of a Random Matrix

1962 · Freeman J. Dyson · Journal of Mathematical Physics · 1,046

Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series

1999 · Vasiliki Plerou, Parameswaran Gopikrishnan, et al. · Physical Review Letters · 1,017

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Random matrix approach to cross correlations in financial data

2002 · Vasiliki Plerou, Parameswaran Gopikrishnan, et al. · Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics · 936

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Topics in Random Matrix Theory

2012 · Terence Tao · Graduate studies in mathematics · 875

Statistical Theory of the Energy Levels of Complex Systems. IV

1963 · Freeman J. Dyson, Madan Lal Mehta · Journal of Mathematical Physics · 638

On fluctuations of eigenvalues of random Hermitian matrices

1998 · Kurt Johansson · Duke Mathematical Journal · 630

Spectrum and Eigenfunctions for a Hamiltonian with Stochastic Trajectories

1979 · Steven W. McDonald, Allan N. Kaufman · Physical Review Letters · 603

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Random Matrices in Physics

1967 · Eugene P. Wigner · SIAM Review · 532