Random Matrices (IAS/Park City Mathematics Series)

by: Ivan Corwin (editor) & Alice Guionnet (editor) Alexei Borodin (editor) (Author)

Publisher: American Mathematical Society

Publication Date: 30 Nov. 2019

Language: English

Print Length: 508 pages

ISBN-10: 1470452804

ISBN-13: 9781470452803

Book Description

Random matrix theory has many roots and many branches in mathematics, statistics, physics, computer science, data science, numerical analysis, biology, ecology, engineering, and operations research. This book provides a snippet of this vast domain of study, with a particular focus on the notations of universality and integrability. Universality shows that many systems behave the same way in their large scale limit, while integrability provides a route to describe the nature of those universal limits. Many of the ten contributed chapters address these themes, while others touch on applications of tools and results from random matrix theory.This book is appropriate for graduate students and researchers interested in leaing techniques and results in random matrix theory from different perspectives and viewpoints. It also captures a moment in the evolution of the theory, when the previous decade brought major break-throughs, prompting exciting new directions of research.