Random Matrices book cover

Random Matrices

This book gives a coherent and detailed description of analytical methods devised to study random matrices. These methods are critical to the understanding of various fields in in mathematics and mathematical physics, such as nuclear excitations, ultrasonic resonances of structural materials, chaotic systems, the zeros of the Riemann and other zeta functions. More generally they apply to the characteristic energies of any sufficiently complicated system and which have found, since the publication of the second edition, many new applications in active research areas such as quantum gravity, traffic and communications networks or stock movement in the financial markets.This revised and enlarged third edition reflects the latest developements in the field and convey a greater experience with results previously formulated. For example, the theory of skew-orthogoanl and bi-orthogonal polynomials, parallel to that of the widely known and used orthogonal polynomials, is explained here for the first time.

Audience
Researchers in the theoretical physics and number theory and Ph. D. students.

Hardbound, 706 Pages

Published: October 2004

Imprint: Academic Press

ISBN: 978-0-12-088409-4

Contents

  • Gaussian Ensembles. The Joint Probability Density Function of the Matrix Elements. Gaussian Ensembles. The Joint Probability Density Function of the Eigenvalues. Gaussian Ensembles. Level Density. Gaussian Unitary Ensemble. Gaussian Orthogonal Ensemble. Gaussian Symplectic Ensemble. Brownian Motion Model. Circular Ensembles. Circular Ensembles (Continued). Circular Ensembles. Thermodynamics. Asymptotic Behaviour of B(O,s) for Large S. Gaussian Ensemble of Anti-Symmetric Hermitian Matrices. Another Gaussian Ensemble of Hermitian Matrices. Matrices with Gaussian Element Densities but with No Unitary or Hermitian Condition Imposed. Statistical Analysis of a Level Sequence. Selberg's Integral and Its Consequences. Gaussian Ensembles. Level Density in the Tail of the Semi-Circle. Restricted Trace Ensembles. Bordered Matrices. Invariance Hypothesis and Matrix Element Correlations. Index.

Advertisement

advert image