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Random Matrix Theory, Interacting Particle Systems, and Integrable Systems (Hardcover)
Loot Price: R2,937
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Random Matrix Theory, Interacting Particle Systems, and Integrable Systems (Hardcover)
Series: Mathematical Sciences Research Institute Publications
Expected to ship within 12 - 17 working days
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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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