Lectures on random matrix theory and symmetric spaces

Details Lectures on random matrix theory and symmetric spaces Lectures on random matrix theory and symmetric spaces

2005-02-04

arxiv.org/abs/math-ph/0502015v1

Physics

Mathematical Physics

Invited lectures presented at the UK-Japan Winter School "Geometric, Spectral, and Stochastic Analysis", Evesham, UK, January

Scientific paper

In these lectures we discuss some elementary concepts in connection with the
theory of symmetric spaces applied to ensembles of random matrices. We review
how the relationship between random matrix theory and symmetric spaces can be
used in some physical contexts.

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