Computational Random Matrix Theory
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Preliminaries
Calculus
Probability Theory
Norms
Gaussian Ensembles
Eigenvalues
Distribution of Eigenvalues
Wigner's Semicircle Law
Wigner's Surmise
Riemann Zeta Function and the GUE
Tracy Widom
Gaussian Regularization
Measuring Stability
Defining Pseudospectrum
Shattering Pseudospectrum
RADM Algorithm
Stochastic Processes
Classical Brownian Motion
Dyson Brownian Motion
Ginibre Process
Bibliography
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