Description

Book Synopsis
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

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    A Paperback by Percy Deift, Dimitri Gioev

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

      Description

      Book Synopsis
      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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