En concevant les mathématiques comme un graphe, où chaque sommet est un domaine, la théorie des probabilités et l’algèbre linéaire figurent parmi les sommets les plus connectés aux autres. Or leur réunion constitue le cœur de la théorie des matrices aléatoires. Cela explique peut-être la richesse exceptionnelle de cette théorie très actuelle. Les aspects non linéaires de l’algèbre linéaire y jouent un rôle profond et fascinant. Ces notes en présentent quelques aspects.
@incollection{XUPS_2013____93_0,
author = {Chafa{\"\i}, Djalil},
title = {Introduction aux matrices al\'eatoires},
booktitle = {Al\'eatoire},
series = {Journ\'ees math\'ematiques X-UPS},
pages = {93--129},
publisher = {Les \'Editions de l{\textquoteright}\'Ecole polytechnique},
year = {2013},
doi = {10.5802/xups.2013-03},
language = {fr},
url = {http://archive.numdam.org/articles/10.5802/xups.2013-03/}
}
Chafaï, Djalil. Introduction aux matrices aléatoires. Journées mathématiques X-UPS, Aléatoire (2013), pp. 93-129. doi : 10.5802/xups.2013-03. http://archive.numdam.org/articles/10.5802/xups.2013-03/
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