Product Description
This book features a unified derivation of the mathematical theory of the three classical types of invariant random matrix ensembles–orthogonal, unitary, and symplectic. The authors follow the approach of Tracy and Widom, but the exposition here contains a substantial amount of additional material, in particular, facts from functional analysis and the theory of Pfaffians. The main result in the book is a proof of universality for orthogonal and symplectic ensembles… More >>
Random Matrix Theory: Invariant Ensembles and Universality
Tags: additional material, classical types, derivation, ensembles, functional analysis, invariant, mathematical theory, random matrix theory, universality, widom