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Random+Matrix+Theory

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  • 标      签: Random Matrix Theory

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From its inception, random matrix theory has been heavily influenced by its applications in physics, statistics and engineering. The landmark contributions to the theory of random matrices of Wishart (1928) [311], Wigner (1955) [303], and Mar˘ cenko and Pastur (1967) [170] were moti- vated to a large extent by practical experimental problems. 

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