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Random Matrix Theory

- Invariant Ensembles and Universality

About Random Matrix Theory

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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  • Language:
  • English
  • ISBN:
  • 9780821847374
  • Binding:
  • Paperback
  • Pages:
  • 217
  • Published:
  • July 30, 2009
  • Dimensions:
  • 183x262x18 mm.
  • Weight:
  • 428 g.
Delivery: 2-4 weeks
Expected delivery: October 12, 2024

Description of Random Matrix Theory

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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