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Random Matrix Theory, Interacting Particle Systems, and Integrable Systems

Name: Random Matrix Theory, Interacting Particle Systems, and Integrable Systems
Brand: Cambridge University Press
SKU: 08015241
Price: 53015 HUF
Availability: InStock
Author: Percy Deift
ISBN: 9781107079922

Percy Deift

Peter Forrester

Language

English

Book Hardback

Libristo code: 08015241

Publishers Cambridge University Press, December 2014

Random matrix theory is at the intersection of linear algebra, probability theory and integrable sys... Full description

Libristo code: 08015241

349 b

53 015 Ft

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Random matrix theory is at the intersection of linear algebra, probability theory and integrable systems, and has a wide range of applications in physics, engineering, multivariate statistics and beyond. This volume is based on a Fall 2010 MSRI program which generated the solution of long-standing questions on universalities of Wigner matrices and beta-ensembles and opened new research directions especially in relation to the KPZ universality class of interacting particle systems and low-rank perturbations. The book contains review articles and research contributions on all these topics, in addition to other core aspects of random matrix theory such as integrability and free probability theory. It will give both established and new researchers insights into the most recent advances in the field and the connections among many subfields.