Title: Random Matrices (Volume 142) (Pure and Applied Mathematics, Volume 142)
Publisher: Academic Press
Publication Date: 2004
Language: English
ISBN 10: 0120884097
ISBN 13: 9780120884094
Binding: Hardcover
Edition: 3rd Edition
Condition: New

About this title

Synopsis

Random Matrices gives a coherent and detailed description of analytical methods devised to study random matrices. These methods are critical to the understanding of various fields in in mathematics and mathematical physics, such as nuclear excitations, ultrasonic resonances of structural materials, chaotic systems, the zeros of the Riemann and other zeta functions. More generally they apply to the characteristic energies of any sufficiently complicated system and which have found, since the publication of the second edition, many new applications in active research areas such as quantum gravity, traffic and communications networks or stock movement in the financial markets.

This revised and enlarged third edition reflects the latest developements in the field and convey a greater experience with results previously formulated. For example, the theory of skew-orthogoanl and bi-orthogonal polynomials, parallel to that of the widely known and used orthogonal polynomials, is explained here for the first time.

Presentation of many new results in one place for the first time
First time coverage of skew-orthogonal and bi-orthogonal polynomials and their use in the evaluation of some multiple integrals
Fredholm determinants and Painlev� equations
The three Gaussian ensembles (unitary, orthogonal, and symplectic); their n-point correlations, spacing probabilities
Fredholm determinants and inverse scattering theory
Probability densities of random determinants

Book Description

Gives a coherent and detailed description of analytical methods devised to study random matrices.

"About this title" may belong to another edition of this title.

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