RANDOM MATRIX THEORY, INTERACTING PARTICLE SYSTEMS AND INTEGRABLE SYSTEMS by Percy Deift (Editor), Peter Forrester (Editor) ( 9781107079922 )

Item Details

Title:

RANDOM MATRIX THEORY, INTERACTING PARTICLE SYSTEMS AND INTEGRABLE SYSTEMS

By:

Percy Deift (Editor), Peter Forrester (Editor)

Format:

Hardback

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£93.99

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£84.59

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ISBN 10:

1107079926

ISBN 13:

9781107079922

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Publisher:

CAMBRIDGE UNIVERSITY PRESS

Pub. date:

15 December, 2014

Series:

Mathematical Sciences Research Institute Publications 65

Pages:

540

Description:

This volume includes review articles and research contributions on long-standing questions on universalities of Wigner matrices and beta-ensembles.

Synopsis:

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.

Publication:

Imprint:

Cambridge University Press

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Returnable

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