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Basic concepts of random matrix theory
Thesis (MSc (Physics))--University of Stellenbosch, 2005.
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| Format: | Thesis |
| Language: | en_ZA |
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Stellenbosch : University of Stellenbosch
2006
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| _version_ | 1867613747221102593 |
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| access_status_str | Open Access |
| author | Van Zyl, Alexis J. |
| author2 | Scholtz, Frederik G. |
| author_browse | Scholtz, Frederik G. Van Zyl, Alexis J. |
| author_facet | Scholtz, Frederik G. Van Zyl, Alexis J. |
| author_sort | Van Zyl, Alexis J. |
| collection | Thesis |
| dc_rights_str_mv | University of Stellenbosch |
| description | Thesis (MSc (Physics))--University of Stellenbosch, 2005. |
| format | Thesis |
| id | oai:scholar.sun.ac.za:10019.1/1624 |
| institution | Stellenbosch University (South Africa) |
| language | en_ZA |
| last_indexed | 2026-06-10T12:41:01.634Z |
| license_str | Other — see source repository |
| provenance_str_mv | Harvested via OAI-PMH from SUNScholar — Stellenbosch University Repository |
| publishDate | 2006 |
| publishDateRange | 2006 |
| publishDateSort | 2006 |
| publisher | Stellenbosch : University of Stellenbosch |
| publisherStr | Stellenbosch : University of Stellenbosch |
| record_format | dspace |
| source_str | SUNScholar — Stellenbosch University Repository |
| spelling | oai:scholar.sun.ac.za:10019.1/1624 Basic concepts of random matrix theory Van Zyl, Alexis J. Scholtz, Frederik G. University of Stellenbosch. Faculty of Science. Dept. of Physics. Random matrices Gaussian processes Anderson model Statistical physics Dissertations -- Physics Theses -- Physics Thesis (MSc (Physics))--University of Stellenbosch, 2005. It was Wigner that in the 1950’s first introduced the idea of modelling physical reality with an ensemble of random matrices while studying the energy levels of heavy atomic nuclei. Since then, the field of Random Matrix Theory has grown tremendously, with applications ranging from fluctuations on the economic markets to M-theory. It is the purpose of this thesis to discuss the basic concepts of Random Matrix Theory, using the ensembles of random matrices originally introduced by Wigner, the Gaussian ensembles, as a starting point. As Random Matrix Theory is classically concerned with the statistical properties of levels sequences, we start with a brief introduction to the statistical analysis of a level sequence before getting to the introduction of the Gaussian ensembles. With the ensembles defined, we move on to the statistical properties that they predict. In the light of these predictions, a few of the classical applications of Random Matrix Theory are discussed, and as an example of some of the important concepts, the Anderson model of localization is investigated in some detail. 2006-11-16T06:43:49Z 2010-06-01T08:28:57Z 2006-11-16T06:43:49Z 2010-06-01T08:28:57Z 2005-12 Thesis http://hdl.handle.net/10019.1/1624 en_ZA University of Stellenbosch 2771011 bytes application/pdf application/pdf Stellenbosch : University of Stellenbosch |
| spellingShingle | Random matrices Gaussian processes Anderson model Statistical physics Dissertations -- Physics Theses -- Physics Van Zyl, Alexis J. Basic concepts of random matrix theory |
| title | Basic concepts of random matrix theory |
| title_full | Basic concepts of random matrix theory |
| title_fullStr | Basic concepts of random matrix theory |
| title_full_unstemmed | Basic concepts of random matrix theory |
| title_short | Basic concepts of random matrix theory |
| title_sort | basic concepts of random matrix theory |
| topic | Random matrices Gaussian processes Anderson model Statistical physics Dissertations -- Physics Theses -- Physics |
| url | http://hdl.handle.net/10019.1/1624 |
| work_keys_str_mv | AT vanzylalexisj basicconceptsofrandommatrixtheory |