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Random Matrix Theory: Invariant Ensembles and Universality - Courant Lecture Notes Percy Deift
Random Matrix Theory: Invariant Ensembles and Universality - Courant Lecture Notes
Percy Deift
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.
217 pages, illustrations
| メディア | 書籍 Paperback Book (ソフトカバーで背表紙を接着した本) |
| リリース済み | 2009年7月30日 |
| ISBN13 | 9780821847374 |
| 出版社 | American Mathematical Society |
| ページ数 | 217 |
| 寸法 | 183 × 262 × 18 mm · 428 g |
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