Random Matrix Theory, Interacting Particle Systems and Integrable Systems
by Percy Deift, Peter Forrester (eds)
Publisher: Cambridge University Press 2014
Number of pages: 528
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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by Shmuel Friedland - University of Illinois at Chicago
From the table of contents: Domains, Modules and Matrices; Canonical Forms for Similarity; Functions of Matrices and Analytic Similarity; Inner product spaces; Elements of Multilinear Algebra; Nonnegative matrices; Convexity.
by C.C. MacDuffee - Chelsea
A concise overview of matrix algebra's many applications, discussing topics such as reviews of matrices, arrays, and determinants; the characteristic equation; associated integral matrices; equivalence, congruence, and similarity; etc.
by 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.
by 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.