Random Matrices, Random Processes and Integrable Systems

• Corporate Author: SpringerLink (Online service)
• Other Authors: Harnad, John (Editor)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York, 2011.
• Series: CRM Series in Mathematical Physics
• Subjects: Physics.; Probabilities.; Theoretical, Mathematical and Computational Physics.; Probability Theory and Stochastic Processes.

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...