Random matrices: high dimensional phenomena, Blower, Gordon

Автор: Madan Lal Mehta
Название: Random Matrices,142
ISBN: 0120884097 ISBN-13(EAN): 9780120884094
Издательство: Elsevier Science
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Цена: 129130.00 T
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Описание: Gives a description of analytical methods devised to study random matrices. This work reflects the developments in the field. It includes a coverage of skew-orthogonal and bi-orthogonal polynomials and their use in the evaluation of some multiple integrals. It also presents Fredholm determinants and Painleve equations.

Автор: Anderson, Greg W. Guionnet, Alice Zeitouni, Ofer
Название: Introduction to random matrices
ISBN: 0521194520 ISBN-13(EAN): 9780521194525
Издательство: Cambridge Academ
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Цена: 73920.00 T
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Описание: The theory of random matrices plays an important role in many areas of pure mathematics. This rigorous introduction is specifically designed for graduate students in mathematics or related sciences, who have a background in probability theory but have not been exposed to advanced notions of functional analysis, algebra or geometry.

Автор: Forrester Peter J
Название: Log-Gases and Random Matrices
ISBN: 0691128294 ISBN-13(EAN): 9780691128290
Издательство: Wiley
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Цена: 137280.00 T
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Описание: Random matrix theory, both as an application and as a theory, has evolved rapidly over the years. This title chronicles these developments, emphasizing log-gases as a physical picture. It covers topics such as beta ensembles and Jack polynomials. It develops the application and theory of Gaussian and circular ensembles of random matrix theory.