Random Matrices: Revised and Enlarged Second Edition (Pure and Applied Mathematics)
| Author | : | |
| Rating | : | 4.85 (500 Votes) |
| Asin | : | B01E548TBI |
| Format Type | : | |
| Number of Pages | : | 438 Pages |
| Publish Date | : | 2013-01-30 |
| Language | : | English |
DESCRIPTION:
This book presents a coherent and detailed analytical treatment of random matrices, leading in particular to the calculation of n-point correlations, of spacing probabilities, and of a number of statistical quantities. 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. The results are used in describing the statistical properties of nuclear excitations, the energies of chaotic systems, the ultrasonic frequencies of structural materials, the zeros of the Riemann zeta function, and in general the characteristic energies of any sufficiently complicated system. Of special interest to physicists and mathematicians, the book is self-contained and the reader need know mathematics only at the undergraduate level.Key Features* The three Gaussian ensembles, unitary, orthogonal, and symplectic; their n-point correlations and spacing probabilities* The three circular ensembles: unitary, orthogonal, and symplectic; their equivalence to the Gaussian* Matrice
The canonical book of random matrices Mehta's book is the book that gets refered to in every article that deals with random matrices. It covers classical theory of random matrices well, but omits many important developments such as chiral random matrices. 'Random matrices' is somewhat pricey but it is nevertheless the best book there is on theory of random matrices. Unfortunately.
The discovery of Selberg's 1944 paper devoted to a famous multiple integral.This book is of special interest to physicists and mathematicians. From the Back Cover This book presents a coherent and detailed analytical treatment of random matrices, leading in particular to the calculation of n-point correlations, of spacing probabilities, and of a number of statistical quantities. The results are used in describing the statistical properties of nuclear excitations, the energies of chaotic systems, the ultrasonic frequencies of structural materials, the zeros of the Riemann zeta function, and in general the characteristic energies of any sufficiently complicated system.Since the publication of Random Matrices (Academic Press, 1967) so many new results have emerged both in theory and in applicat