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Random matrix theory : invariant ensembles and universality / Percy Deift, Dimitri Gioev.
- Format:
- Book
- Author/Creator:
- Deift, Percy, 1945- author.
- Series:
- Courant lecture notes in mathematics ; 18.
- Courant Lecture Notes, 2472-4467 ; v. 18
- Language:
- English
- Subjects (All):
- Random matrices.
- Physical Description:
- 1 online resource (ix, 217 pages : illustrations)
- Place of Publication:
- New York : Courant Institute of Mathematical Sciences ; Providence, R.I. : American Mathematical Society, c2009.
- System Details:
- Mode of access : World Wide Web
- Contents:
- Chapter 1. Introduction and examples Chapter 2. Three classes of invariant ensembles Chapter 3. Auxiliary facts from functional analysis, Pfaffians, and three integral identities Chapter 4. Eigenvalue statistics for the three types of ensembles Chapter 5. Widom's formulae for the $\beta =1$ and $4$ correlation kernels Chapter 6. Large $N$ eigenvalue statistics for the $\beta =1,4$ ensembles with monomial potentials: universality
- Notes:
- Includes bibliographical references and index.
- Electronic reproduction. Providence, Rhode Island : American Mathematical Society. 2012
- Description based on print version record.
- Other Format:
- Print version: Deift, Percy, 1945- Random matrix theory :
- ISBN:
- 9781470417611 (online)
- Access Restriction:
- Restricted for use by site license.
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