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Random matrix theory has found many applications in physics, statistics
and engineering since its inception. Although early developments
were motivated by practical experimental problems, random matrices
are now used in fields as diverse as Riemann hypothesis, stochastic
differential equations, condensed matter physics, statistical physics,
chaotic systems, numerical linear algebra, neural networks, multivariate
statistics, information theory, signal processing and small-world
networks. This article provides a tutorial on random matrices which
provides an overview of the theory and brings together in one source
the most significant results recently obtained. Furthermore, the application
of random matrix theory to the fundamental limits of wireless
communication channels is described in depth. |
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