Description
Book SynopsisRandom matrix theory has many roots and many branches in mathematics, statistics, physics, computer science, data science, numerical analysis, biology, ecology, engineering, and operations research. This book provides a snippet of this vast domain of study, with a particular focus on the notations of universality and integrability.
Table of Contents
- P. Deift, Riemann-Hilbert problems
- I. Dumitriu, The semicircle law and beyond: The shape of spectra of Wigner matrices
- L. Erdos, The matrix Dyson equation and its applications for random matrices
- Y. V. Fyodorov, Counting equilibria in complex systems via random matrices
- D. Holcomb and B. Virag, A short introduction to operator limits of random matrices
- J. Quastel and K. Matetski, From the totally asymmetric simple exclusion process to the KPZ
- M. Rudelson, Delocalization of eigenvectors of random matrices
- S. Serfaty, Microscopic description of log and Coulomb gases
- D. Shlyakhtenko, Random matrices and free probability
- T. Tao, Least singular value, circular law, and Lindeberg exchange.
