Random Matrix Theory

A topic within Probability Theory, itself one of 12 topics in that field and part of Mathematics.

Reading on Random Matrix Theory

2 works

Paper1955

Characteristic Vectors of Bordered Matrices with Infinite Dimensions

Eugene P. Wigner

Proves the semicircle law for the eigenvalues of large random symmetric matrices, launching random matrix theory as a tool for modelling the energy levels of heavy atomic nuclei.

link checked 17 Sept 2026

Mathematics · Probability Theory

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Book2012

Topics in Random Matrix Theory

Terence Tao

Builds the semicircle law and universality results for random matrices from concentration of measure and the moment method, treating the subject as an application of probabilistic combinatorics rather than physics.