Random Matrix Theory, Interacting Particle Systems, and Integrable Systems
Book Details
Format
Hardback or Cased Book
ISBN-10
1107079926
ISBN-13
9781107079922
Publisher
Cambridge University Press
Imprint
Cambridge University Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Dec 15th, 2014
Print length
540 Pages
Weight
964 grams
Dimensions
16.50 x 24.20 x 2.90 cms
Product Classification:
AlgebraProbability & statisticsProbability and statistics
Ksh 18,550.00
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This volume, based on the Fall 2010 MSRI program, includes review articles, research contributions on long-standing questions on universalities of Wigner matrices and beta-ensembles, and other core aspects of random matrix theory such as integrability and free probability theory.
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. This volume is based on a Fall 2010 MSRI program which generated the solution of long-standing questions on universalities of Wigner matrices and beta-ensembles and opened new research directions especially in relation to the KPZ universality class of interacting particle systems and low-rank perturbations. 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. It will give both established and new researchers insights into the most recent advances in the field and the connections among many subfields.
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