Random matrices
Enregistré dans:
Auteur principal : | |
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Format : | Livre |
Langue : | anglais |
Titre complet : | Random matrices / Madan Lal Mehta |
Édition : | 3rd ed. |
Publié : |
Amsterdam, Boston, Paris [etc.] :
Elsevier
, cop. 2004 Academic Press |
Description matérielle : | 1 vol. (XVIII-688 p.) |
Collection : | Pure and applied mathematics (New York. 1949) ; 142 |
Sujets : |
- Chapter 1. Introduction
- Chapter 2. Gaussian ensembles. The joint probability density function for the matrix elements
- Chapter 3. Gaussian ensembles. The joint probability density function for the eigenvalues
- Chapter 4. Gaussian ensembles level density
- Chapter 5. Orthogonal, skew-orthogonal and bi-orthogonal polynomials
- Chapter 6. Gaussian unitary ensemble
- Chapter 7. Gaussian orthogonal ensemble
- Chapter 8. Gaussian symplectic ensemble
- Chapter 9. Gaussian ensembles : brownian motion model
- Chapter 10. Circular ensembles
- Chapter 11. Circular ensembles (continued)
- Chapter 12. Circular ensembles. Thermodynamics
- Chapter 13. Gaussian ensemble of anti-symmetric hermitian matrices
- Chapter 14. a gaussian ensemble for hermitian matrices with unequal real and imaginary parts
- Chapter 15. Matrices with gaussian element desnsities but with non unitary or hermitian conditions imposed
- Chapter 16. Statistical analysis of a level-sequence
- Chapter 17. Selberg's integral and its consequences
- Chapter 18. Asymptotic behaviour of Eb(0,s) by inverse scattering
- Chapter 19. Matrix ensembles and classical orthogonal polynomials
- Chapter 20. Level spacing functions Eb(r,s) : inter-relations and power series expansions
- Chapter 21. Fredholm determinants and Painlevé equations
- Chapter 22. Moments of the characteristics polynomila in the three ensembles of random matrices
- Chapter 23. Hermitian matrices coupled in a chain
- Chapter 24. Gaussian ensembles. Edge of the spectrum
- Chapter 25. Random permutations, circular unitary ensemble (CUE) and gaussian unitary ensemble (GUE)
- Chapter 26. Probability densities of the determinants ; Gaussian ensembles
- Chapter 27. Restrited trace ensembles
- Appendices