Random Matrix Theory: Invariant Ensembles and Universality - Courant Lecture Notes - Percy Deift - Books - American Mathematical Society - 9780821847374 - July 30, 2009
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Percy Deift
Random Matrix Theory: Invariant Ensembles and Universality - Courant Lecture Notes

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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.

217 pages, illustrations

Media Books     Paperback Book   (Book with soft cover and glued back)
Released July 30, 2009
ISBN13 9780821847374
Publishers American Mathematical Society
Pages 217
Dimensions 183 × 262 × 18 mm   ·   428 g

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