Random Matrix Theory Invariant Ensembles and Universality |
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| Author:
| Deift, Percy
Gioev, Dimitri |
| Series title: | Courant Lecture Notes Ser. |
| ISBN: | 978-0-8218-4737-4 |
| Publication Date: | Jul 2009 |
| Publisher: | American Mathematical Society
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| Book Format: | Paperback |
| List Price: | AUD $54.00 |
Book Description:
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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.
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.