维基百科

随机矩阵

提示：此条目页的主题不是转移矩阵。

在概率论和数学物理中，随机矩阵（英语：Random matrix）是一个矩阵值的随机变量，也就是说，一个矩阵中的所有元素都是随机变量。[1]

应用

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物理

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其他（AI、数学、统计）

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随机矩阵模型

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设 是 的矩阵，有下面的概率测度：

 

例子，高斯模型： 。

参见

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阅读

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参考文献

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  1. ^ 1.0 1.1 Terence Tao 陶哲轩. Topics in random matrix theory (PDF). （原始内容 (PDF)存档于2021-05-06） （英语）. 
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  23. ^ García del Molino, Luis Carlos; Pakdaman, Khashayar; Touboul, Jonathan; Wainrib, Gilles. Synchronization in random balanced networks. Physical Review E. October 2013, 88 (4): 042824. Bibcode:2013PhRvE..88d2824G. arXiv:1306.2576  . doi:10.1103/PhysRevE.88.042824. 
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  30. ^ Mehta, M.L. Random Matrices. Amsterdam: Elsevier/Academic Press. 2004. ISBN 0-12-088409-7. 
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  37. ^ Wigner, E. Characteristic vectors of bordered matrices with infinite dimensions. Annals of Mathematics. 1955, 62 (3): 548–564. JSTOR 1970079. doi:10.2307/1970079. 
  38. ^ Wishart, J. Generalized product moment distribution in samples. Biometrika. 1928, 20A (1–2): 32–52. doi:10.1093/biomet/20a.1-2.32. 
  39. ^ von Neumann, J.; Goldstine, H.H. Numerical inverting of matrices of high order. Bull. Amer. Math. Soc. 1947, 53 (11): 1021–1099. doi:10.1090/S0002-9904-1947-08909-6. 
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