随机矩阵

概率论数学物理中,随机矩阵(英语:Random matrix)是一个矩阵值的随机变量,也就是说,一个矩阵中的所有元素都是随机变量。[1]

应用

物理

其他(AI、数学、统计)

随机矩阵模型

  的矩阵,有下面的概率测度

 

例子,高斯模型: 

参见

阅读

参考文献

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