SSA, Random Matrix Theory, and Noise-Reduced Correlations

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.


2009 ◽  
Vol 59 (3) ◽  
Author(s):  
Jörn Steuding

AbstractOn the basis of the Random Matrix Theory-model several interesting conjectures for the Riemann zeta-function were made during the recent past, in particular, asymptotic formulae for the 2kth continuous and discrete moments of the zeta-function on the critical line, $$ \frac{1} {T}\int\limits_0^T {|\zeta (\tfrac{1} {2} + it)|^{2k} dt} and \frac{1} {{N(T)}}\sum\limits_{0 < \gamma \leqslant {\rm T}} {|\zeta (\tfrac{1} {2} + i(\gamma + \tfrac{\alpha } {L}))|^{2k} } $$, by Conrey, Keating et al. and Hughes, respectively. These conjectures are known to be true only for a few values of k and, even under assumption of the Riemann hypothesis, estimates of the expected order of magnitude are only proved for a limited range of k. We put the discrete moment for k = 1, 2 in relation with the corresponding continuous moment for the derivative of Hardy’s Z-function. This leads to upper bounds for the discrete moments which are off the predicted order by a factor of log T.


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