Random Matrices

Random Matrices

by Mehta, Madan Lal

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Gives a coherent and detailed description of analytical methods devised to study random matrices.

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Title Statements

  • Full title :Random Matrices.

Summary

Gives a coherent and detailed description of analytical methods devised to study random matrices.

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Edition Statements

  • Publication Date:2004.
  • Edition:3rd ed

Publication Statements

  • Publisher(s):Elsevier
  • Place of Publication:Burlington
  • Language:eng
  • Publication Date:2004.

The Physical Object

  • Description:1 online resource (707 pages)

Edition Identifiers

  • ISBN:9780080474113, 008047411X
  • oclc:ocn437176977
  • LC Classification:QA188 .M44 2004eb
  • Dewey Decimal:512.9434

Table of Contents

Contents; Asymptotic Behaviour of Ebeta (0, s) by Inverse Scattering; Preface to the Third Edition; Preface to the Second Edition; Preface to the First Edition; Introduction; Gaussian Ensembles. The Joint Probability Density Function for the Matrix Elements; Gaussian Ensembles. The Joint Probability Density Function for the Eigenvalues; Gaussian Ensembles. Level Density; Orthogonal, Skew-Orthogonal and Bi-Orthogonal Polynomials; Gaussian Unitary Ensemble; Gaussian Orthogonal Ensemble; Gaussian Symplectic Ensemble; Gaussian Ensembles: Brownian Motion Model; Circular Ensembles.

Circular Ensembles (Continued)Circular Ensembles. Thermodynamics; Gaussian Ensemble of Anti-Symmetric Hermitian Matrices; A Gaussian Ensemble of Hermitian Matrices With Unequal Real and Imaginary Parts; Matrices With Gaussian Element Densities But With No Unitary or Hermitian Conditions Imposed; Statistical Analysis of aLevel-Sequence; Selberg's Integral and Its Consequences; Matrix Ensembles and Classical Orthogonal Polynomials; Lev.

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Subjects

Matrices aléatoires Random matrices

Writers

Mehta, Madan Lal

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