Random Matrix Theory

Invariant Ensembles And Universality

by Dimitri Gioev e Percy Deift
language: english
Publisher: American Mathematical Society, July of 2009 ‧
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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.

Random Matrix Theory

Invariant Ensembles And Universality

by Dimitri Gioev e Percy Deift

Property Description
ISBN: 9780821847374
Publisher: American Mathematical Society
Release Date: July of 2009
Language: English
Cover: Softcover
Pages: 217
Format: Book
Collection: Courant Lecture Notes
Categories: Books in English > Science > Mathematics
Books in English > Others
EAN: 9780821847374

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