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Random Matrix Theory, Interacting Particle Systems and Integrable Systems

Large book cover: Random Matrix Theory, Interacting Particle Systems and Integrable Systems

Random Matrix Theory, Interacting Particle Systems and Integrable Systems
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Publisher: Cambridge University Press
ISBN-13: 9781107079922
Number of pages: 528

Description:
Random matrix theory is at the intersection of linear algebra, probability theory and integrable systems, and has a wide range of applications in physics, engineering, multivariate statistics and beyond. The book contains review articles and research contributions on all these topics, in addition to other core aspects of random matrix theory such as integrability and free probability theory.

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