Basic concepts of random matrix theory

dc.contributor.advisorScholtz, F. G.
dc.contributor.authorVan Zyl, Alexis J.en_ZA
dc.contributor.otherUniversity of Stellenbosch. Faculty of Science. Dept. of Physics.
dc.descriptionThesis (MSc (Physics))--University of Stellenbosch, 2005.
dc.description.abstractIt was Wigner that in the 1950’s first introduced the idea of modelling physical reality with an ensemble of random matrices while studying the energy levels of heavy atomic nuclei. Since then, the field of Random Matrix Theory has grown tremendously, with applications ranging from fluctuations on the economic markets to M-theory. It is the purpose of this thesis to discuss the basic concepts of Random Matrix Theory, using the ensembles of random matrices originally introduced by Wigner, the Gaussian ensembles, as a starting point. As Random Matrix Theory is classically concerned with the statistical properties of levels sequences, we start with a brief introduction to the statistical analysis of a level sequence before getting to the introduction of the Gaussian ensembles. With the ensembles defined, we move on to the statistical properties that they predict. In the light of these predictions, a few of the classical applications of Random Matrix Theory are discussed, and as an example of some of the important concepts, the Anderson model of localization is investigated in some detail.en_ZA
dc.format.extent2771011 bytesen_ZA
dc.publisherStellenbosch : University of Stellenbosch
dc.subjectRandom matricesen
dc.subjectGaussian processesen
dc.subjectAnderson modelen
dc.subjectStatistical physicsen
dc.subjectDissertations -- Physicsen
dc.subjectTheses -- Physicsen
dc.titleBasic concepts of random matrix theoryen_ZA
dc.rights.holderUniversity of Stellenbosch

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