Random Matrix Theory, Interacting Particle Systems and Integrable Systems
by Percy Deift, Peter Forrester (eds)
Publisher: Cambridge University Press 2014
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.
Download or read it online for free here:
Download link
(multiple PDF files)
Similar books
Linear Algebra Examples C-3: The Eigenvalue Problem and Euclidean Vector Spaceby Leif Mejlbro - BookBoon
The book is a collection of solved problems in linear algebra, this third volume covers the eigenvalue problem and Euclidean vector space. All examples are solved, and the solutions usually consist of step-by-step instructions.
(15880 views)
Circulantsby Alun Wyn-jones
The goal of this book is to describe circulants in an algebraic context. It oscillates between the point of view of circulants as a commutative algebra, and the concrete point of view of circulants as matrices with emphasis on their determinants.
(17149 views)
Introduction to Bimatricesby W. B. V. Kandasamy, F. Smarandache, K. Ilanthenral - arXiv
This book introduces the concept of bimatrices, and studies several notions like bieigen values, bieigen vectors, characteristic bipolynomials, bitransformations, bioperators and bidiagonalization. The concepts of fuzzy bimatrices is introduced.
(14900 views)
Matrix Analysis and Algorithmsby Andrew Stuart, Jochen Voss - CaltechAUTHORS
An introduction to matrix analysis, and to the basic algorithms of numerical linear algebra. Contents: Vector and Matrix Analysis; Matrix Factorisations; Stability and Conditioning; Complexity of Algorithms; Systems of Linear Equations; etc.
(7591 views)