Random Matrix Theory, Interacting Particle Systems, and Integrable Systems (Hardcover) (ISBN-13: 9781107079922)

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.

Author: Percy Deift
ISBN-10: 1107079926
ISBN-13: 9781107079922
Publisher: Cambridge University Press
Language: English
Published: 12/15/2014
Pages: 540
Format: Hardcover
Weight: 1.95lbs
Size: 9.60h x 6.10w x 1.00d