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Introduction to Random Matrices Theory and Practice

Authors of textbook: Giacomo Livan, Marcel Novaes and Pierpaolo Vivo

ArXiv version: https://arxiv.org/abs/1712.07903

Springer version: https://link.springer.com/book/10.1007/978-3-319-70885-0 The textbook is accompanied by a set of Matlab scripts.

The current repository contains Mathematica notebooks I have produced, which in part are adaptations of the original Matlab scripts, but also include other calculations.

External Python package for Random Matrices: https://github.com/AlejandroSantorum/scikit-rmt

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