Random Matrix Theory

Random Matrix Theory
Author :
Publisher : American Mathematical Soc.
Total Pages : 236
Release :
ISBN-10 : 9780821883570
ISBN-13 : 0821883577
Rating : 4/5 (70 Downloads)

Book Synopsis Random Matrix Theory by : Percy Deift

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.


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