BibTeX
@MISC{Edelman05randommatrix,
author = {Alan Edelman and N. Raj Rao},
title = { Random matrix theory},
year = {2005}
}
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Abstract
Random matrix theory is now a big subject with applications in many discip-lines of science, engineering and finance. This article is a survey specifically oriented towards the needs and interests of a numerical analyst. This sur-vey includes some original material not found anywhere else. We include the important mathematics which is a very modern development, as well as the computational software that is transforming the theory into useful practice.
