Random matrices, random processes and integrable systems /
John Harnad, editor.
- New York : Springer, c2011.
- xviii, 524 p. : ill. ; 24 cm.
- CRM series in mathematical physics .
- CRM series in mathematical physics. .
Preface / John Harnad -- pt. I. Random matrices, random processes and integrable models: Random and integrable models in mathematics and physics / Pierre van Moerbeke -- Integrable systems, random matrices, and random processes / Mark Adler -- pt. II. Random matrices and applications: Integral operators in random matrix theory / Harold Widom -- Lectures on random matrix models / Pavel M. Bleher -- Large N asymptotics in random matrices / Alexander R. Its -- Formal matrix integrals and combinatorics of maps / B. Eynard -- Application of random matrix theory to multivariate statistics / Momar Dieng and Craig A. Tracy.
"Random matrices, random processes and integrable systems provides an in-depth examination of random matrices with applications over a vast variety of domains, including multivariate statistics, random growth models, and many others. Leaders in the field apply the theory of integrable systems to the solution of fundamental problems in random systems and processes using an interdisciplinary approach that sheds new light on a dynamic topic of current research."--Back cover.
9781441995131
2011925846
015772176 Uk
Random matrices. Stochastic processes. Hamiltonian systems.