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Random Matrix Theory: Invariant Ensembles and Universality - Courant Lecture Notes Percy Deift
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Random Matrix Theory: Invariant Ensembles and Universality - Courant Lecture Notes
Percy Deift
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
| Medij | Knjige Paperback Book (Knjiga z mehkimi platnicami in lepljenim hrbtom) |
| Izdano | 30. julija 2009 |
| ISBN13 | 9780821847374 |
| Založniki | American Mathematical Society |
| Strani | 217 |
| Dimenzije | 183 × 262 × 18 mm · 428 g |