Random matrices

Random matrices

by Mehta, M. L.

Type Book
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Since the publication of Random Matrices (Academic Press, 1967) so many new results have emerged both in theory and in applications, that this edition is almost completely revised to reflect the developments. For example, the theory of matrices with quaternion elements was developed to compute certain multiple integrals, and the inverse scattering theory was used to derive asymptotic results. The discovery of Selberg's 1944 paper on a multiple integral also gave rise to hundreds of recent publi…

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Title Statements

  • Full title :Random matrices / Madan Lal Mehta.

Summary

Since the publication of Random Matrices (Academic Press, 1967) so many new results have emerged both in theory and in applications, that this edition is almost completely revised to reflect the developments. For example, the theory of matrices with quaternion elements was developed to compute certain multiple integrals, and the inverse scattering theory was used to derive asymptotic results. The discovery of Selberg's 1944 paper on a multiple integral also gave rise to hundreds of recent publications.

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Edition Statements

  • Publication Date:©1991.
  • Edition:Revised and enlarged second edition

Publication Statements

  • Publisher(s):Academic Press
  • Place of Publication:Boston
  • Language:eng
  • Publication Date:©1991.

The Physical Object

  • Description:1 online resource (xviii, 562 pages) : : illustrations

Edition Identifiers

  • ISBN:9781483295954, 1483295958
  • oclc:ocn892067473
  • LC Classification:QC174.45
  • Dewey Decimal:530.1/2

Table of Contents

Front Cover; Random Matrices: Revised and Enlarged; Copyright Page; Table of Contents; Preface to the Second Edition; Acknowledgments; Preface to the First Edition; Chapter 1. Introduction; 1.1. Random Matrices in Nuclear Physics; 1.2. Random Matrices in Other Branches of Knowledge; 1.3. A Summary of Statistical Facts about Nuclear Energy Levels; 1.4. Definition of a Suitable Function for the Study of Level Correlations; 1.5. Wigner Surmise; 1.6. Electromagnetic Properties of Small Metallic Particles; 1.7. Analysis of Experimental Nuclear Levels; 1.8. The Zeros of the Riemann Zeta Function.

1.9. Things Worth Consideration, but Not Treated in This BookChapter 2. Gaussian Ensembles. The Joint Probability Density Function for the Matrix Elements; 2.1. Preliminaries; 2.2. Time-Reversal Invariance; 2.3. Gaussian Orthogonal Ensemble; 2.4. Gaussian Symplectic Ensemble; 2.5. Gaussian Unitary Ensemble; 2.6. Joint Probability Density Function for Matrix Elements; 2.7. Another Gaussian Ensemble of Hermitian Matrices; 2.8. Antisymmetric Hermitian Matrices; Summary of Chapter 2; Chapter 3. Gaussian Ensembles. The Joint Probability Density Function for the Eigenvalues.

3.1. Orthogonal Ensembl…

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