Random Matrix Theory, Interacting Particle Systems and Integrable Systems
by Percy Deift, Peter Forrester (eds)
Publisher: Cambridge University Press 2014
Number of pages: 528
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.
Home page url
Download or read it online for free here:
(multiple PDF files)
by Autar K Kaw - University of South Florida
This book is written primarily for students who are at freshman level or do not take a full course in Linear/Matrix Algebra, or wanting a contemporary and applied approach to Matrix Algebra. Eight chapters of the book are available for free.
by Shmuel Friedland - University of Illinois at Chicago
From the table of contents: Domains, Modules and Matrices; Canonical Forms for Similarity; Functions of Matrices and Analytic Similarity; Inner product spaces; Elements of Multilinear Algebra; Nonnegative matrices; Convexity.
by Kaare Brandt Petersen, Michael Syskind Pedersen
The Matrix Cookbook is a free desktop reference on matrix identities, inequalities, approximations and relations useful for different fields such as machine learning, statistics, quantum mechanics, engeneering, chemistry.
by Leif Mejlbro - BookBoon
The book is a collection of solved problems in linear algebra, this third volume covers the eigenvalue problem and Euclidean vector space. All examples are solved, and the solutions usually consist of step-by-step instructions.