| 书目名称 | Random Matrices, Random Processes and Integrable Systems | | 编辑 | John Harnad | | 视频video | | | 概述 | 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.Applies the theory of int | | 丛书名称 | CRM Series in Mathematical Physics | | 图书封面 |  | | 描述 | .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 wi | | 出版日期 | Book 2011 | | 关键词 | Riemann-Hibert method; integrable systems; nonlinear steepest descent; random growth models; random matr | | 版次 | 1 | | doi | https://doi.org/10.1007/978-1-4419-9514-8 | | isbn_softcover | 978-1-4614-2877-0 | | isbn_ebook | 978-1-4419-9514-8Series ISSN 2627-7654 Series E-ISSN 2627-7662 | | issn_series | 2627-7654 | | copyright | Springer Science+Business Media, LLC 2011 |
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发表于 2025-3-21 18:21:28
