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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Random
Matrix
Theory
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2020-06-01
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