Applied Random Matrix Theory

Fuente: arXiv
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Autore principale: Tropp, Joel A.
Natura: Preprint
Pubblicazione: 2026
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_version_ 1866910177898266624
author Tropp, Joel A.
author_facet Tropp, Joel A.
contents Random matrices now play a role in many parts of computational mathematics. To advance these applications, it is desirable to have tools that are flexible, easy to use, and powerful. Over the last 25 years, researchers have developed a remarkable family of results, called matrix concentration inequalities, that meet the criteria. This paper offers an invitation to the field of matrix concentration and its multifarious applications.
format Preprint
id arxiv_https___arxiv_org_abs_2604_27119
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Applied Random Matrix Theory
Tropp, Joel A.
Probability
Numerical Analysis
15B52, 60B20
Random matrices now play a role in many parts of computational mathematics. To advance these applications, it is desirable to have tools that are flexible, easy to use, and powerful. Over the last 25 years, researchers have developed a remarkable family of results, called matrix concentration inequalities, that meet the criteria. This paper offers an invitation to the field of matrix concentration and its multifarious applications.
title Applied Random Matrix Theory
topic Probability
Numerical Analysis
15B52, 60B20
url https://arxiv.org/abs/2604.27119