Introduction to Random Matrices [electronic resource] Theory and Practice / by Giacomo Livan, Marcel Novaes, Pierpaolo Vivo.

Modern developments of Random Matrix Theory as well as pedagogical approaches to the standard core of the discipline are surprisingly hard to find in a well-organized, readable and user-friendly fashion. This slim and agile book, written in a pedagogical and hands-on style, without sacrificing forma...

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Bibliographic Details
Uniform Title:SpringerBriefs in Mathematical Physics, 2197-1765 ; 26
Main Authors: Livan, Giacomo (Author)
Novaes, Marcel (Author)
Vivo, Pierpaolo (Author)
Corporate Author: SpringerLink (Online service)
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2018.
Edition:1st ed. 2018.
Series:SpringerBriefs in Mathematical Physics, 26
Subjects:
Mathematical physics.
Probabilities.
System theory.
Online Access:
Springer Physics and Astronomy eBooks 2018 English/International: 2018 (Springer Link)
Variant Title:
Introduction to Random Matrices: Theory and Practice
Format: Electronic eBook
Contents:
  • Preface
  • Getting Started
  • Value the eigenvalue
  • Classified Material
  • The fluid semicircle
  • Saddle-point-of-view
  • Time for a change
  • Meet Vandermonde
  • Resolve(nt) the semicircle
  • One pager on eigenvectors
  • Finite N
  • Meet Andréief
  • Finite N is not finished
  • Classical Ensembles:Wishart-Laguerre
  • Meet Marčenko and Pastur
  • Replicas
  • Replicas for GOE
  • Born to be free.