Introduction to Random Matrices

Theory and Practice

Nonfiction, Science & Nature, Science, Physics, Mathematical Physics, Mathematics, Statistics
Cover of the book Introduction to Random Matrices by Giacomo Livan, Marcel Novaes, Pierpaolo Vivo, Springer International Publishing
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Author: Giacomo Livan, Marcel Novaes, Pierpaolo Vivo ISBN: 9783319708850
Publisher: Springer International Publishing Publication: January 16, 2018
Imprint: Springer Language: English
Author: Giacomo Livan, Marcel Novaes, Pierpaolo Vivo
ISBN: 9783319708850
Publisher: Springer International Publishing
Publication: January 16, 2018
Imprint: Springer
Language: English

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 formal rigor fills this gap. It brings Ph.D. students in Physics, as well as more senior practitioners, through the standard tools and results on random matrices, with an eye on most recent developments that are not usually covered in introductory texts. The focus is mainly on random matrices with real spectrum.

The main guiding threads throughout the book are the Gaussian Ensembles. In particular, Wigner’s semicircle law is derived multiple times to illustrate several techniques  (e.g., Coulomb gas approach, replica theory).

Most chapters are accompanied by Matlab codes (stored in an online repository) to guide readers through the numerical check of most analytical results.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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 formal rigor fills this gap. It brings Ph.D. students in Physics, as well as more senior practitioners, through the standard tools and results on random matrices, with an eye on most recent developments that are not usually covered in introductory texts. The focus is mainly on random matrices with real spectrum.

The main guiding threads throughout the book are the Gaussian Ensembles. In particular, Wigner’s semicircle law is derived multiple times to illustrate several techniques  (e.g., Coulomb gas approach, replica theory).

Most chapters are accompanied by Matlab codes (stored in an online repository) to guide readers through the numerical check of most analytical results.

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