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Random Matrix Theory: Invariant Ensembles and Universality
About this Title
Percy Deift, Courant Institute of Mathematical Sciences, New York University, New York, NY and Dimitri Gioev, University of Rochester, Rochester, NY
Publication: Courant Lecture Notes
Publication Year:
2009; Volume 18
ISBNs: 978-0-8218-4737-4 (print); 978-1-4704-1761-1 (online)
DOI: https://doi.org/10.1090/cln/018
MathSciNet review: MR2514781
MSC: Primary 60B20; Secondary 15B52, 47N50, 60-02, 60E05, 62H99
Table of Contents
Front/Back Matter
Invariant random matrix ensembles: unified derivation of eigenvalue cluster and correlation functions
- Chapter 1. Introduction and examples
- Chapter 2. Three classes of invariant ensembles
- Chapter 3. Auxiliary facts from functional analysis, Pfaffians, and three integral identities
- Chapter 4. Eigenvalue statistics for the three types of ensembles
Universality for orthogonal and symplectic ensembles