This book explores the remarkable connections between two domains that, a priori, seem unrelated: Random matrices (together with associated random processes) and integrable systems. The relations between random matrix models and the theory of classical integrable systems have long been studied. These appear mainly in the deformation theory, when parameters characterizing the measures or the domain of localization of the eigenvalues are varied. The resulting differential equations determining the partition function and correlation functions are, remarkably, of the same type as certain equations appearing in the theory of integrable systems. They may be analyzed effectively through methods based upon the Riemann-Hilbert problem of analytic function theory and by related approaches to the study of nonlinear asymptotics in the large N limit. Associated with studies of matrix models are certain stochastic processes, the "Dyson processes", and their continuum diffusion limits, which govern the spectrum in random matrix ensembles, and may also be studied by related methods. Random Matrices, Random Processes and Integrable Systems provides an in-depth examination of random matrices with applications over a vast variety of domains, including multivariate statistics, random growth models, and many others. Leaders in the field apply the theory of integrable systems to the solution of fundamental problems in random systems and processes using an interdisciplinary approach that sheds new light on a dynamic topic of current research.
Idioma: INGLÉS

RIGUROSO

Riguroso

Determina lo preciso o impreciso que es este libro con respecto a lo que se cuenta en el mismo. 0 significa que es completamente impreciso y 10 que cuenta es rigurosamente verídico

DIVERTIDO

Divertido

Determina lo divertido que te ha resultado el libro: 0-aburrido 10-muy divertido

COMPLEJO

Complejo

Determinamos lo complejo que nos ha resultado la lectura del libro. Desde el nivel más bajo, que indica que es un texto secillo de comprender hasta el valor máximo que indica que es complejo de comprender

SORPRENDE

Sorprende

Indica lo sorprendente que resulta el argumento del libro, desde 0: previsible hasta 10: totalmente desconcertante y sorprendente

Entra en BiblioEteca...

RANDOM MATRICES, RANDOM PROCESSES AND INTEGRABLE SYSTEMS

Sinópsis del libro:

Comentarios de los lectores

Yo Leo

Anillo de blogs

Paga si te gusta

BiblioEtecarios

Yo Escribo

Ayuda

AVISO DE COOKIES