Description

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

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Paperback by Percy Deift , Dimitri Gioev

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Features a unified derivation of the mathematical theory of the three classical types of invariant random matrix ensembles - orthogonal,... Read more

    Publisher: MP-AMM American Mathematical
    Publication Date: 7/30/2009 12:00:00 AM
    ISBN13: 9780821847374, 978-0821847374
    ISBN10: 0821847376

    Number of Pages: 217

    Not Just Books , Stationery

    Description

    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.

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