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Random Matrix Theory, Interacting Particle Systems, and Integrable Systems (Hardcover): Percy Deift, Peter Forrester Random Matrix Theory, Interacting Particle Systems, and Integrable Systems (Hardcover)
Percy Deift, Peter Forrester
R3,050 R2,849 Discovery Miles 28 490 Save R201 (7%) Ships in 12 - 17 working days

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.

Combinatorics and Random Matrix Theory (Hardcover): Jinho Baik, Percy Deift, Toufic Suidan Combinatorics and Random Matrix Theory (Hardcover)
Jinho Baik, Percy Deift, Toufic Suidan
R3,257 Discovery Miles 32 570 Ships in 12 - 17 working days

Over the last fifteen years a variety of problems in combinatorics has been solved in terms of random matrix theory. More precisely, the situation is as follows: the problems at hand are probabilistic in nature and, in an appropriate scaling limit, it turns out that certain key quantities associated with these problems behave statistically like the eigenvalues of a (large) random matrix. Said differently, random matrix theory provides a ``stochastic special function theory'' for a broad and growing class of problems in combinatorics. The goal of this book is to analyze in detail two key examples of this phenomenon, viz., Ulam's problem for increasing subsequences of random permutations and domino tilings of the Aztec diamond. Other examples are also described along the way, but in less detail. Techniques from many different areas in mathematics are needed to analyze these problems. These areas include combinatorics, probability theory, functional analysis, complex analysis, and the theory of integrable systems. The book is self-contained, and along the way we develop enough of the theory we need from each area that a general reader with, say, two or three years experience in graduate school can learn the subject directly from the text.

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