Random Matrix Theory, Interacting Particle Systems and Integrable Systems
by Percy Deift, Peter Forrester (eds)
Publisher: Cambridge University Press 2014
ISBN-13: 9781107079922
Number of pages: 528
Description:
Random matrix theory is at the intersection of linear algebra, probability theory and integrable systems, and has a wide range of applications in physics, engineering, multivariate statistics and beyond. The book contains review articles and research contributions on all these topics, in addition to other core aspects of random matrix theory such as integrability and free probability theory.
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