The Random Matrix Theory of the Classical Compact Groups

2019 ◽  
Author(s):  
Elizabeth S. Meckes
Author(s):  
Jan W Dash ◽  
Xipei Yang ◽  
Mario Bondioli ◽  
Harvey J. Stein

Author(s):  
Oriol Bohigas ◽  
Hans A. Weidenmüller

An overview of the history of random matrix theory (RMT) is provided in this chapter. Starting from its inception, the authors sketch the history of RMT until about 1990, focusing their attention on the first four decades of RMT. Later developments are partially covered. In the past 20 years RMT has experienced rapid development and has expanded into a number of areas of physics and mathematics.


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