Random matrices, random processes and integrable systems

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. Thes...

وصف كامل

محفوظ في:
التفاصيل البيبلوغرافية
المؤلف الرئيسي: Harnad, John P., 1946-
مؤلفون آخرون: Harnad, John (مدير النشر)
التنسيق: Livre numérique
اللغة:Anglais
منشور في: New York, NY : Springer New York [20..].
Cham : Springer Nature
الطبعة:1st ed. 2011.
سلاسل:CRM Series in Mathematical Physics
الموضوعات:
الوصول للمادة أونلاين:Accès sur la plateforme de l'éditeur
Accès sur la plateforme Istex
Accès Université d'Orléans
Accès INSA CVL
ملاحظة: Ce livre est basé en partie sur les cours donnés par les auteurs pendant l'été 2005, au Centre de recherches mathématiques à Montréal
Archives Springer e-books (Licence nationale)
Archives Springer e-books (Licence nationale)
Autres localisations: Voir dans le Sudoc
Edition sous un autre format:• Random matrices, random processes and integrable systems, John Harnad, editor, 2011, New York (NY), Springer, 1 vol. (XVIII-524 p.), CRM series in mathematical physics, 1-441-99513-7
• Random Matrices, Random Processes and Integrable Systems, Texte imprimé, 9781461428770
• Random Matrices, Random Processes and Integrable Systems, Texte imprimé, 9781441995155
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500 |a Archives Springer e-books (Licence nationale) 
500 |a Archives Springer e-books (Licence nationale) 
504 |a Bibliogr. en fin de contribution. Index 
505 0 |a Introduction by John Harnad -- Part I Random Matrices, Random Processes and Integrable Models -- Part II Random Matrices and Applications -- Chapter 1 Random and Integrable Models in Mathematics and Physics by Pierre van Moerbeke -- Chapter 2 Integrable Systems, Random Matrices, and Random Processes by Mark Adler -- Chapter 3 Integral Operators in Random Matrix Theory by Harold Widom -- Chapter 4 Lectures on Random Matrix Models by Pavel M. Bleher -- Chapter 5 Large N Asymptotics in Random Matrices by Alexander R. Its -- Chapter 6 Formal Matrix Integrals and Combinatorics of Maps by B. Eynard -- Chapter 7 Application of Random Matrix Theory to Multivariate Statistics by Momar Dieng and Craig A. Tracy 
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506 |a Accès soumis à abonnement pour tout autre établissement 
506 |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 
520 |a 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 
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650 |a Systèmes hamiltoniens 
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