Random Matrix Theory: Invariant Ensembles and Universality

By Percy Deift and Percy Deift and Dimitri Gioev

This book features a unified derivation of the mathematical theory of the three classical types of invariant random matrix ensembles--orthogonal, unitary, and symplectic. The authors follow the... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 0821847376
• ISBN13: 9780821847374
• Release Date: June 2009
• Publisher: Courant Institute of Mathemetical Sciences
• Length: 217 Pages