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Random Matrix Theory: Invariant Ensembles and Universality
Deift, Percy; Gioev, Dimitri
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Description for Random Matrix Theory: Invariant Ensembles and Universality
Paperback. Features a unified derivation of the mathematical theory of the three classical types of invariant random matrix ensembles - orthogonal, unitary, and symplectic. This book presents a proof of universality for orthogonal and symplectic ensembles corresponding to generalized Gaussian type weights. Series: Courant Lecture Notes. Num Pages: 217 pages, illustrations. BIC Classification: PBF; PBMW; PBT; PBV. Category: (UP) Postgraduate, Research & Scholarly. Dimension: 262 x 183 x 18. Weight in Grams: 428.
This book features a unified derivation of the mathematical theory of the three classical types of invariant random matrix ensembles - orthogonal, unitary, and symplectic. The authors follow the approach of Tracy and Widom, but the exposition here contains a substantial amount of additional material, in particular, facts from functional analysis and the theory of Pfaffians. The main result in the book is a proof of universality for orthogonal and symplectic ensembles corresponding to generalized Gaussian type weights following the authors' prior work. New, quantitative error estimates are derived. The book is based in part on a graduate course given ... Read more
This book features a unified derivation of the mathematical theory of the three classical types of invariant random matrix ensembles - orthogonal, unitary, and symplectic. The authors follow the approach of Tracy and Widom, but the exposition here contains a substantial amount of additional material, in particular, facts from functional analysis and the theory of Pfaffians. The main result in the book is a proof of universality for orthogonal and symplectic ensembles corresponding to generalized Gaussian type weights following the authors' prior work. New, quantitative error estimates are derived. The book is based in part on a graduate course given ... Read more
Product Details
Format
Paperback
Publication date
2009
Publisher
American Mathematical Society United States
Number of pages
217
Condition
New
Series
Courant Lecture Notes
Number of Pages
217
Place of Publication
Providence, United States
ISBN
9780821847374
SKU
V9780821847374
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-1
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