**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

**Natural Product Xn on matrices**

by

**W. B. Vasantha Kandasamy, Florentin Smarandache**-

**arXiv**

The authors introduce a new type of product on matrices called the natural product Xn - an extension of product in the case or row matrices of the same order. When two matrices of same order can be added, nothing prevents one from multiplying them.

(

**10619**views)

**The Matrix Cookbook**

by

**Kaare Brandt Petersen, Michael Syskind Pedersen**

The Matrix Cookbook is a free desktop reference on matrix identities, inequalities, approximations and relations useful for different fields such as machine learning, statistics, quantum mechanics, engeneering, chemistry.

(

**19379**views)

**Circulants**

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.

(

**15349**views)

**Matrix Algebra**

by

**Marco Taboga**-

**StatLect**

This is a collection of 98 short and self-contained lectures on the most important topics in linear algebra. There are hundreds of examples, solved exercises and detailed derivations. The step-by-step approach makes the book easy to understand.

(

**5771**views)