Random Matrix Theory (RMT) has emerged as an indispensable framework for understanding the statistical properties of matrices whose entries are determined by probabilistic processes. Initially ...

All complex correlated systems, from Arctic melt ponds to the Internet, appear to be governed by the same math as a random matrix. In 1999, while sitting at a bus stop in Cuernavaca, Mexico, a Czech ...

We place ourselves in the setting of high-dimensional statistical inference where the number of variables p in a dataset of interest is of the same order of magnitude as the number of observations n.