Random Matrix Theory and Computations

随机矩阵理论与计算

• 批准号: 0411962
• 负责人: Alan Edelman
• 金额: $ 55万
• 依托单位: Massachusetts Institute of Technology
• 依托单位国家: 美国
• 项目类别: Standard Grant
• 财政年份: 2004
• 资助国家: 美国
• 起止时间: 2004-09-15 至 2007-08-31
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=0411962&HistoricalAwards=false
• 关键词: Random; Matrix; Theory; Computations

The PI will study major problem in random matrix theory and theirapplications. One question is what mathematical abstractions areresponsible for the universality of random matrix theory formulas.The PI will investigate whether a certain stochastic Hermitian operator will yield new insights. This point of view allows the study of general beta formulas beyond the traditional beta=1,2, and 4available in much of classical random matrix theory. As part of this project we will produce software for random matrix integrals,Jack polynomials, and orthogonal polynomials of matrix argument.Random matrix theory is becoming increasingly important as the formulasthat were obtained in this once esoteric field are now findingapplication in areas as far reaching as array processing, numericalanalysis, computational complexity, and traditional fields of mathematics and physics including combinatorics, integrable-systems,and so many other fields. This is randomized "linear algebra."The random matrix techniques developed today will become importanttools for scientists and engineers in the coming decade.

PI将研究随机矩阵理论中的主要问题及其应用。一个问题是，是什么数学抽象导致了随机矩阵理论公式的普适性。PI将研究某个随机厄米算子是否会产生新的见解。这种观点允许研究一般的β公式，而不是传统的β =1、2和4，这些在经典随机矩阵理论中是可用的。作为这个项目的一部分，我们将为随机矩阵积分、杰克多项式和矩阵参数的正交多项式制作软件。随机矩阵理论正变得越来越重要，因为在这个曾经深奥的领域中获得的公式现在正在广泛应用于数组处理、数值分析、计算复杂性以及数学和物理的传统领域，包括组合学、可积系统和许多其他领域。这就是随机化的“线性代数”。今天开发的随机矩阵技术将成为未来十年科学家和工程师的重要工具。