Random Matrix Theory with an External Source
Title | Random Matrix Theory with an External Source PDF eBook |
Author | Edouard Brézin |
Publisher | Springer |
Pages | 143 |
Release | 2017-01-11 |
Genre | Science |
ISBN | 9811033161 |
This is a first book to show that the theory of the Gaussian random matrix is essential to understand the universal correlations with random fluctuations and to demonstrate that it is useful to evaluate topological universal quantities. We consider Gaussian random matrix models in the presence of a deterministic matrix source. In such models the correlation functions are known exactly for an arbitrary source and for any size of the matrices. The freedom given by the external source allows for various tunings to different classes of universality. The main interest is to use this freedom to compute various topological invariants for surfaces such as the intersection numbers for curves drawn on a surface of given genus with marked points, Euler characteristics, and the Gromov–Witten invariants. A remarkable duality for the average of characteristic polynomials is essential for obtaining such topological invariants. The analysis is extended to nonorientable surfaces and to surfaces with boundaries.
Introduction to Random Matrices
Title | Introduction to Random Matrices PDF eBook |
Author | Giacomo Livan |
Publisher | Springer |
Pages | 122 |
Release | 2018-01-16 |
Genre | Science |
ISBN | 3319708856 |
Modern developments of Random Matrix Theory as well as pedagogical approaches to the standard core of the discipline are surprisingly hard to find in a well-organized, readable and user-friendly fashion. This slim and agile book, written in a pedagogical and hands-on style, without sacrificing formal rigor fills this gap. It brings Ph.D. students in Physics, as well as more senior practitioners, through the standard tools and results on random matrices, with an eye on most recent developments that are not usually covered in introductory texts. The focus is mainly on random matrices with real spectrum.The main guiding threads throughout the book are the Gaussian Ensembles. In particular, Wigner’s semicircle law is derived multiple times to illustrate several techniques (e.g., Coulomb gas approach, replica theory).Most chapters are accompanied by Matlab codes (stored in an online repository) to guide readers through the numerical check of most analytical results.
Combinatorics and Random Matrix Theory
Title | Combinatorics and Random Matrix Theory PDF eBook |
Author | Jinho Baik |
Publisher | American Mathematical Soc. |
Pages | 478 |
Release | 2016-06-22 |
Genre | Mathematics |
ISBN | 0821848410 |
Over the last fifteen years a variety of problems in combinatorics have been solved in terms of random matrix theory. More precisely, the situation is as follows: the problems at hand are probabilistic in nature and, in an appropriate scaling limit, it turns out that certain key quantities associated with these problems behave statistically like the eigenvalues of a (large) random matrix. Said differently, random matrix theory provides a “stochastic special function theory” for a broad and growing class of problems in combinatorics. The goal of this book is to analyze in detail two key examples of this phenomenon, viz., Ulam's problem for increasing subsequences of random permutations and domino tilings of the Aztec diamond. Other examples are also described along the way, but in less detail. Techniques from many different areas in mathematics are needed to analyze these problems. These areas include combinatorics, probability theory, functional analysis, complex analysis, and the theory of integrable systems. The book is self-contained, and along the way we develop enough of the theory we need from each area that a general reader with, say, two or three years experience in graduate school can learn the subject directly from the text.
Title | PDF eBook |
Author | |
Publisher | World Scientific |
Pages | 1001 |
Release | |
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Random Matrix Theory, Interacting Particle Systems and Integrable Systems
Title | Random Matrix Theory, Interacting Particle Systems and Integrable Systems PDF eBook |
Author | Percy Deift |
Publisher | Cambridge University Press |
Pages | 539 |
Release | 2014-12-15 |
Genre | Language Arts & Disciplines |
ISBN | 1107079926 |
This volume includes review articles and research contributions on long-standing questions on universalities of Wigner matrices and beta-ensembles.
Random Matrices, Random Processes and Integrable Systems
Title | Random Matrices, Random Processes and Integrable Systems PDF eBook |
Author | John Harnad |
Publisher | Springer Science & Business Media |
Pages | 536 |
Release | 2011-05-06 |
Genre | Science |
ISBN | 1441995145 |
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 with applications over a vast variety of domains, including multivariate statistics, random growth models, and many others. Leaders in the field apply the theory of integrable systems to the solution of fundamental problems in random systems and processes using an interdisciplinary approach that sheds new light on a dynamic topic of current research.
A First Course in Random Matrix Theory
Title | A First Course in Random Matrix Theory PDF eBook |
Author | Marc Potters |
Publisher | Cambridge University Press |
Pages | 371 |
Release | 2020-12-03 |
Genre | Computers |
ISBN | 1108488080 |
An intuitive, up-to-date introduction to random matrix theory and free calculus, with real world illustrations and Big Data applications.