Logo

Random Matrix Models and Their Applications

Large book cover: Random Matrix Models and Their Applications

Random Matrix Models and Their Applications
by

Publisher: Cambridge University Press
ISBN/ASIN: 0521802091
ISBN-13: 9780521802093
Number of pages: 438

Description:
The book covers broad areas such as topologic and combinatorial aspects of random matrix theory; scaling limits, universalities and phase transitions in matrix models; universalities for random polynomials; and applications to integrable systems. Its focus on the interaction between physics and mathematics will make it a welcome addition to the shelves of graduate students and researchers in both fields, as will its expository emphasis.

Home page url

Download or read it online for free here:
Download link
(multiple PDF,PS files)

Similar books

Book cover: Probability and Statistics: A Course for Physicists and EngineersProbability and Statistics: A Course for Physicists and Engineers
by - De Gruyter Open
This is an introduction to concepts of probability theory, probability distributions relevant in the applied sciences, as well as basics of sampling distributions, estimation and hypothesis testing. Designed for students in engineering and physics.
(8006 views)
Book cover: Convergence of Stochastic ProcessesConvergence of Stochastic Processes
by - Springer
Selected parts of empirical process theory, with applications to mathematical statistics. The book describes the combinatorial ideas needed to prove maximal inequalities for empirical processes indexed by classes of sets or classes of functions.
(15405 views)
Book cover: Markov Chains and Mixing TimesMarkov Chains and Mixing Times
by - American Mathematical Society
An introduction to the modern approach to the theory of Markov chains. The main goal of this approach is to determine the rate of convergence of a Markov chain to the stationary distribution as a function of the size and geometry of the state space.
(14075 views)
Book cover: Advanced Data Analysis from an Elementary Point of ViewAdvanced Data Analysis from an Elementary Point of View
by - Cambridge University Press
This is a draft textbook on data analysis methods, intended for a one-semester course for advance undergraduate students who have already taken classes in probability, mathematical statistics, and linear regression. It began as the lecture notes.
(10260 views)