Random Matrix Theory, Interacting Particle Systems, and Integrable Systems

Peter Forrester editor Percy Deift editor

Format:Hardback

Publisher:Cambridge University Press

Published:15th Dec '14

Currently unavailable, and unfortunately no date known when it will be back

Random Matrix Theory, Interacting Particle Systems, and Integrable Systems cover

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

This volume, based on the Fall 2010 MSRI program, includes review articles, research contributions on long-standing questions on universalities of Wigner matrices and beta-ensembles, and other core aspects of random matrix theory such as integrability and free probability theory.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.

ISBN: 9781107079922

Dimensions: 234mm x 30mm x 156mm

Weight: 930g

540 pages