Random Matrices, Random Processes and Integrable Systems

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Publisher : Springer Science & Business Media
ISBN 13 : 1441995145
Total Pages : 536 pages
Book Rating : 4.4/5 (419 download)

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Book Synopsis Random Matrices, Random Processes and Integrable Systems by : John Harnad

Download or read book Random Matrices, Random Processes and Integrable Systems written by John Harnad and published by Springer Science & Business Media. This book was released on 2011-05-06 with total page 536 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book explores the remarkable connections between two domains that, a priori, seem unrelated: Random matrices (together with associated random processes) and integrable systems. The relations between random matrix models and the theory of classical integrable systems have long been studied. These appear mainly in the deformation theory, when parameters characterizing the measures or the domain of localization of the eigenvalues are varied. The resulting differential equations determining the partition function and correlation functions are, remarkably, of the same type as certain equations appearing in the theory of integrable systems. They may be analyzed effectively through methods based upon the Riemann-Hilbert problem of analytic function theory and by related approaches to the study of nonlinear asymptotics in the large N limit. Associated with studies of matrix models are certain stochastic processes, the "Dyson processes", and their continuum diffusion limits, which govern the spectrum in random matrix ensembles, and may also be studied by related methods. 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.

Integrable Systems and Random Matrices

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Publisher : American Mathematical Soc.
ISBN 13 : 0821842404
Total Pages : 448 pages
Book Rating : 4.8/5 (218 download)

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Book Synopsis Integrable Systems and Random Matrices by : Jinho Baik

Download or read book Integrable Systems and Random Matrices written by Jinho Baik and published by American Mathematical Soc.. This book was released on 2008 with total page 448 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains the proceedings of a conference held at the Courant Institute in 2006 to celebrate the 60th birthday of Percy A. Deift. The program reflected the wide-ranging contributions of Professor Deift to analysis with emphasis on recent developments in Random Matrix Theory and integrable systems. The articles in this volume present a broad view on the state of the art in these fields. Topics on random matrices include the distributions and stochastic processes associated with local eigenvalue statistics, as well as their appearance in combinatorial models such as TASEP, last passage percolation and tilings. The contributions in integrable systems mostly deal with focusing NLS, the Camassa-Holm equation and the Toda lattice. A number of papers are devoted to techniques that are used in both fields. These techniques are related to orthogonal polynomials, operator determinants, special functions, Riemann-Hilbert problems, direct and inverse spectral theory. Of special interest is the article of Percy Deift in which he discusses some open problems of Random Matrix Theory and the theory of integrable systems.

Random Matrix Theory, Interacting Particle Systems and Integrable Systems

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Publisher : Cambridge University Press
ISBN 13 : 1107079926
Total Pages : 539 pages
Book Rating : 4.1/5 (7 download)

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Book Synopsis Random Matrix Theory, Interacting Particle Systems and Integrable Systems by : Percy Deift

Download or read book Random Matrix Theory, Interacting Particle Systems and Integrable Systems written by Percy Deift and published by Cambridge University Press. This book was released on 2014-12-15 with total page 539 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume includes review articles and research contributions on long-standing questions on universalities of Wigner matrices and beta-ensembles.

Algebraic and Geometric Aspects of Integrable Systems and Random Matrices

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Publisher : American Mathematical Soc.
ISBN 13 : 0821887475
Total Pages : 363 pages
Book Rating : 4.8/5 (218 download)

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Book Synopsis Algebraic and Geometric Aspects of Integrable Systems and Random Matrices by : Anton Dzhamay

Download or read book Algebraic and Geometric Aspects of Integrable Systems and Random Matrices written by Anton Dzhamay and published by American Mathematical Soc.. This book was released on 2013-06-26 with total page 363 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains the proceedings of the AMS Special Session on Algebraic and Geometric Aspects of Integrable Systems and Random Matrices, held from January 6-7, 2012, in Boston, MA. The very wide range of topics represented in this volume illustrates

Combinatorics and Random Matrix Theory

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Publisher : American Mathematical Soc.
ISBN 13 : 0821848410
Total Pages : 461 pages
Book Rating : 4.8/5 (218 download)

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Book Synopsis Combinatorics and Random Matrix Theory by : Jinho Baik

Download or read book Combinatorics and Random Matrix Theory written by Jinho Baik and published by American Mathematical Soc.. This book was released on 2016-06-22 with total page 461 pages. Available in PDF, EPUB and Kindle. Book excerpt: Over the last fifteen years a variety of problems in combinatorics have been solved in terms of random matrix theory. More precisely, the situation is as follows: the problems at hand are probabilistic in nature and, in an appropriate scaling limit, it turns out that certain key quantities associated with these problems behave statistically like the eigenvalues of a (large) random matrix. Said differently, random matrix theory provides a “stochastic special function theory” for a broad and growing class of problems in combinatorics. The goal of this book is to analyze in detail two key examples of this phenomenon, viz., Ulam's problem for increasing subsequences of random permutations and domino tilings of the Aztec diamond. Other examples are also described along the way, but in less detail. Techniques from many different areas in mathematics are needed to analyze these problems. These areas include combinatorics, probability theory, functional analysis, complex analysis, and the theory of integrable systems. The book is self-contained, and along the way we develop enough of the theory we need from each area that a general reader with, say, two or three years experience in graduate school can learn the subject directly from the text.

Random Matrix Models and Their Applications

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Publisher : Cambridge University Press
ISBN 13 : 9780521802093
Total Pages : 454 pages
Book Rating : 4.8/5 (2 download)

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Book Synopsis Random Matrix Models and Their Applications by : Pavel Bleher

Download or read book Random Matrix Models and Their Applications written by Pavel Bleher and published by Cambridge University Press. This book was released on 2001-06-04 with total page 454 pages. Available in PDF, EPUB and Kindle. Book excerpt: Expository articles on random matrix theory emphasizing the exchange of ideas between the physical and mathematical communities.

Log-Gases and Random Matrices (LMS-34)

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Publisher : Princeton University Press
ISBN 13 : 1400835410
Total Pages : 808 pages
Book Rating : 4.4/5 (8 download)

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Book Synopsis Log-Gases and Random Matrices (LMS-34) by : Peter J. Forrester

Download or read book Log-Gases and Random Matrices (LMS-34) written by Peter J. Forrester and published by Princeton University Press. This book was released on 2010-07-01 with total page 808 pages. Available in PDF, EPUB and Kindle. Book excerpt: Random matrix theory, both as an application and as a theory, has evolved rapidly over the past fifteen years. Log-Gases and Random Matrices gives a comprehensive account of these developments, emphasizing log-gases as a physical picture and heuristic, as well as covering topics such as beta ensembles and Jack polynomials. Peter Forrester presents an encyclopedic development of log-gases and random matrices viewed as examples of integrable or exactly solvable systems. Forrester develops not only the application and theory of Gaussian and circular ensembles of classical random matrix theory, but also of the Laguerre and Jacobi ensembles, and their beta extensions. Prominence is given to the computation of a multitude of Jacobians; determinantal point processes and orthogonal polynomials of one variable; the Selberg integral, Jack polynomials, and generalized hypergeometric functions; Painlevé transcendents; macroscopic electrostatistics and asymptotic formulas; nonintersecting paths and models in statistical mechanics; and applications of random matrix theory. This is the first textbook development of both nonsymmetric and symmetric Jack polynomial theory, as well as the connection between Selberg integral theory and beta ensembles. The author provides hundreds of guided exercises and linked topics, making Log-Gases and Random Matrices an indispensable reference work, as well as a learning resource for all students and researchers in the field.

A Dynamical Approach to Random Matrix Theory

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Publisher : American Mathematical Soc.
ISBN 13 : 1470436485
Total Pages : 226 pages
Book Rating : 4.4/5 (74 download)

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Book Synopsis A Dynamical Approach to Random Matrix Theory by : László Erdős

Download or read book A Dynamical Approach to Random Matrix Theory written by László Erdős and published by American Mathematical Soc.. This book was released on 2017-08-30 with total page 226 pages. Available in PDF, EPUB and Kindle. Book excerpt: A co-publication of the AMS and the Courant Institute of Mathematical Sciences at New York University This book is a concise and self-contained introduction of recent techniques to prove local spectral universality for large random matrices. Random matrix theory is a fast expanding research area, and this book mainly focuses on the methods that the authors participated in developing over the past few years. Many other interesting topics are not included, and neither are several new developments within the framework of these methods. The authors have chosen instead to present key concepts that they believe are the core of these methods and should be relevant for future applications. They keep technicalities to a minimum to make the book accessible to graduate students. With this in mind, they include in this book the basic notions and tools for high-dimensional analysis, such as large deviation, entropy, Dirichlet form, and the logarithmic Sobolev inequality. This manuscript has been developed and continuously improved over the last five years. The authors have taught this material in several regular graduate courses at Harvard, Munich, and Vienna, in addition to various summer schools and short courses. Titles in this series are co-published with the Courant Institute of Mathematical Sciences at New York University.

The Oxford Handbook of Random Matrix Theory

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Publisher : Oxford Handbooks
ISBN 13 : 9780198744191
Total Pages : 0 pages
Book Rating : 4.7/5 (441 download)

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Book Synopsis The Oxford Handbook of Random Matrix Theory by : Gernot Akemann

Download or read book The Oxford Handbook of Random Matrix Theory written by Gernot Akemann and published by Oxford Handbooks. This book was released on 2015-08-09 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: With a foreword by Freeman Dyson, the handbook brings together leading mathematicians and physicists to offer a comprehensive overview of random matrix theory, including a guide to new developments and the diverse range of applications of this approach.In part one, all modern and classical techniques of solving random matrix models are explored, including orthogonal polynomials, exact replicas or supersymmetry.

Random Matrices

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Publisher : American Mathematical Soc.
ISBN 13 : 1470452804
Total Pages : 498 pages
Book Rating : 4.4/5 (74 download)

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Book Synopsis Random Matrices by : Alexei Borodin

Download or read book Random Matrices written by Alexei Borodin and published by American Mathematical Soc.. This book was released on 2019-10-30 with total page 498 pages. Available in PDF, EPUB and Kindle. Book excerpt: Random matrix theory has many roots and many branches in mathematics, statistics, physics, computer science, data science, numerical analysis, biology, ecology, engineering, and operations research. This book provides a snippet of this vast domain of study, with a particular focus on the notations of universality and integrability. Universality shows that many systems behave the same way in their large scale limit, while integrability provides a route to describe the nature of those universal limits. Many of the ten contributed chapters address these themes, while others touch on applications of tools and results from random matrix theory. This book is appropriate for graduate students and researchers interested in learning techniques and results in random matrix theory from different perspectives and viewpoints. It also captures a moment in the evolution of the theory, when the previous decade brought major break-throughs, prompting exciting new directions of research.

An Introduction to Random Matrices

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Publisher : Cambridge University Press
ISBN 13 : 0521194520
Total Pages : 507 pages
Book Rating : 4.5/5 (211 download)

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Book Synopsis An Introduction to Random Matrices by : Greg W. Anderson

Download or read book An Introduction to Random Matrices written by Greg W. Anderson and published by Cambridge University Press. This book was released on 2010 with total page 507 pages. Available in PDF, EPUB and Kindle. Book excerpt: A rigorous introduction to the basic theory of random matrices designed for graduate students with a background in probability theory.

Random Matrix Theory and Its Applications

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Publisher :
ISBN 13 : 9814467995
Total Pages : pages
Book Rating : 4.8/5 (144 download)

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Book Synopsis Random Matrix Theory and Its Applications by :

Download or read book Random Matrix Theory and Its Applications written by and published by . This book was released on with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Elements of Classical and Quantum Integrable Systems

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Publisher : Springer
ISBN 13 : 303024198X
Total Pages : 414 pages
Book Rating : 4.0/5 (32 download)

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Book Synopsis Elements of Classical and Quantum Integrable Systems by : Gleb Arutyunov

Download or read book Elements of Classical and Quantum Integrable Systems written by Gleb Arutyunov and published by Springer. This book was released on 2019-07-23 with total page 414 pages. Available in PDF, EPUB and Kindle. Book excerpt: Integrable models have a fascinating history with many important discoveries that dates back to the famous Kepler problem of planetary motion. Nowadays it is well recognised that integrable systems play a ubiquitous role in many research areas ranging from quantum field theory, string theory, solvable models of statistical mechanics, black hole physics, quantum chaos and the AdS/CFT correspondence, to pure mathematics, such as representation theory, harmonic analysis, random matrix theory and complex geometry. Starting with the Liouville theorem and finite-dimensional integrable models, this book covers the basic concepts of integrability including elements of the modern geometric approach based on Poisson reduction, classical and quantum factorised scattering and various incarnations of the Bethe Ansatz. Applications of integrability methods are illustrated in vast detail on the concrete examples of the Calogero-Moser-Sutherland and Ruijsenaars-Schneider models, the Heisenberg spin chain and the one-dimensional Bose gas interacting via a delta-function potential. This book has intermediate and advanced topics with details to make them clearly comprehensible.

Introduction to Random Matrices

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Publisher : Springer
ISBN 13 : 3319708856
Total Pages : 124 pages
Book Rating : 4.3/5 (197 download)

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Book Synopsis Introduction to Random Matrices by : Giacomo Livan

Download or read book Introduction to Random Matrices written by Giacomo Livan and published by Springer. This book was released on 2018-01-16 with total page 124 pages. Available in PDF, EPUB and Kindle. Book excerpt: Modern developments of Random Matrix Theory as well as pedagogical approaches to the standard core of the discipline are surprisingly hard to find in a well-organized, readable and user-friendly fashion. This slim and agile book, written in a pedagogical and hands-on style, without sacrificing formal rigor fills this gap. It brings Ph.D. students in Physics, as well as more senior practitioners, through the standard tools and results on random matrices, with an eye on most recent developments that are not usually covered in introductory texts. The focus is mainly on random matrices with real spectrum.The main guiding threads throughout the book are the Gaussian Ensembles. In particular, Wigner’s semicircle law is derived multiple times to illustrate several techniques (e.g., Coulomb gas approach, replica theory).Most chapters are accompanied by Matlab codes (stored in an online repository) to guide readers through the numerical check of most analytical results.

Representation Theory, Mathematical Physics, and Integrable Systems

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Publisher : Springer Nature
ISBN 13 : 3030781488
Total Pages : 652 pages
Book Rating : 4.0/5 (37 download)

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Book Synopsis Representation Theory, Mathematical Physics, and Integrable Systems by : Anton Alekseev

Download or read book Representation Theory, Mathematical Physics, and Integrable Systems written by Anton Alekseev and published by Springer Nature. This book was released on 2022-02-05 with total page 652 pages. Available in PDF, EPUB and Kindle. Book excerpt: Over the course of his distinguished career, Nicolai Reshetikhin has made a number of groundbreaking contributions in several fields, including representation theory, integrable systems, and topology. The chapters in this volume – compiled on the occasion of his 60th birthday – are written by distinguished mathematicians and physicists and pay tribute to his many significant and lasting achievements. Covering the latest developments at the interface of noncommutative algebra, differential and algebraic geometry, and perspectives arising from physics, this volume explores topics such as the development of new and powerful knot invariants, new perspectives on enumerative geometry and string theory, and the introduction of cluster algebra and categorification techniques into a broad range of areas. Chapters will also cover novel applications of representation theory to random matrix theory, exactly solvable models in statistical mechanics, and integrable hierarchies. The recent progress in the mathematical and physicals aspects of deformation quantization and tensor categories is also addressed. Representation Theory, Mathematical Physics, and Integrable Systems will be of interest to a wide audience of mathematicians interested in these areas and the connections between them, ranging from graduate students to junior, mid-career, and senior researchers.

Applications of Random Matrices in Physics

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Publisher : Springer Science & Business Media
ISBN 13 : 140204531X
Total Pages : 519 pages
Book Rating : 4.4/5 (2 download)

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Book Synopsis Applications of Random Matrices in Physics by : Édouard Brezin

Download or read book Applications of Random Matrices in Physics written by Édouard Brezin and published by Springer Science & Business Media. This book was released on 2006-07-03 with total page 519 pages. Available in PDF, EPUB and Kindle. Book excerpt: Random matrices are widely and successfully used in physics for almost 60-70 years, beginning with the works of Dyson and Wigner. Although it is an old subject, it is constantly developing into new areas of physics and mathematics. It constitutes now a part of the general culture of a theoretical physicist. Mathematical methods inspired by random matrix theory become more powerful, sophisticated and enjoy rapidly growing applications in physics. Recent examples include the calculation of universal correlations in the mesoscopic system, new applications in disordered and quantum chaotic systems, in combinatorial and growth models, as well as the recent breakthrough, due to the matrix models, in two dimensional gravity and string theory and the non-abelian gauge theories. The book consists of the lectures of the leading specialists and covers rather systematically many of these topics. It can be useful to the specialists in various subjects using random matrices, from PhD students to confirmed scientists.

The Random Matrix Theory of the Classical Compact Groups

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Publisher : Cambridge University Press
ISBN 13 : 1108317995
Total Pages : 225 pages
Book Rating : 4.1/5 (83 download)

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Book Synopsis The Random Matrix Theory of the Classical Compact Groups by : Elizabeth S. Meckes

Download or read book The Random Matrix Theory of the Classical Compact Groups written by Elizabeth S. Meckes and published by Cambridge University Press. This book was released on 2019-08-01 with total page 225 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the first book to provide a comprehensive overview of foundational results and recent progress in the study of random matrices from the classical compact groups, drawing on the subject's deep connections to geometry, analysis, algebra, physics, and statistics. The book sets a foundation with an introduction to the groups themselves and six different constructions of Haar measure. Classical and recent results are then presented in a digested, accessible form, including the following: results on the joint distributions of the entries; an extensive treatment of eigenvalue distributions, including the Weyl integration formula, moment formulae, and limit theorems and large deviations for the spectral measures; concentration of measure with applications both within random matrix theory and in high dimensional geometry; and results on characteristic polynomials with connections to the Riemann zeta function. This book will be a useful reference for researchers and an accessible introduction for students in related fields.