Random Matrix Theory
Author | : Percy Deift |
Publisher | : American Mathematical Soc. |
Total Pages | : 236 |
Release | : 2009-01-01 |
ISBN-10 | : 9780821883570 |
ISBN-13 | : 0821883577 |
Rating | : 4/5 (70 Downloads) |
Download or read book Random Matrix Theory written by Percy Deift and published by American Mathematical Soc.. This book was released on 2009-01-01 with total page 236 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This book features a unified derivation of the mathematical theory of the three classical types of invariant random matrix ensembles-orthogonal, unitary, and symplectic. The authors follow the approach of Tracy and Widom, but the exposition here contains a substantial amount of additional material, in particular, facts from functional analysis and the theory of Pfaffians. The main result in the book is a proof of universality for orthogonal and symplectic ensembles corresponding to generalized Gaussian type weights following the authors' prior work. New, quantitative error estimates are derived." --Book Jacket.