rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Random Matrices, Random Processes and Integrable Systems
  name:
    name part: Harnad, John.
    role:
      role term: editor.
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  origin info:
    place:
      place term: xxu
    date issued: 2011
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: electronic
    form: electronic resource
    reformatting quality: access
    form: remote
    extent: XVIII, 526 p. online resource.
  abstract: 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.
  note: edited by John Harnad.
  subject:
    topic: Physics
  subject:
    topic: Probabilities
  subject:
    topic: Physics
  subject:
    topic: Theoretical, Mathematical and Computational Physics
  subject:
    topic: Probability Theory and Stochastic Processes
  classification: QC19.2-20.85
  classification: 530.1
  related item:
    title info:
      title: Springer eBooks
  related item:
    title info:
      title: CRM Series in Mathematical Physics
  identifier: 9781441995148
  identifier: http://dx.doi.org/10.1007/978-1-4419-9514-8
  record info:
    record creation date: 110506
    record change date: 20151103123938.0
    record identifier: 978-1-4419-9514-8