Random Matrices
This is our final chapter. It is about random matrices. That name may sound esoteric or even abstract. It suggests that random matrices may not be a very useful thing to learn about. However, by now, you’ll be very used to the idea that randomness is everywhere in data science. Dealing with matrices is a core part of data science as well, so maybe a random matrix is not so esoteric after all. This chapter will emphasize the idea that random matrices can be found everywhere in data science and are a useful way of representing large-scale interacting systems. That means that we must become familiar with the tools used to study random matrices. We will only very briefly introduce the main results and concepts connected to random matrices, so this will be a short chapter. In it, we will cover the following topics:
- What is a random matrix: In this section, we introduce the basic idea of what a random matrix is and why they are common in data science
- Using...
