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Introduction to Random Matrices

Theory and Practice

Pierpaolo Vivo, Giacomo Livan, Marcel Novaes, et al.

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Springer International Publishing img Link Publisher

Naturwissenschaften, Medizin, Informatik, Technik / Allgemeines, Lexika

Beschreibung

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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Schlagwörter

Edwards-Jones Replica Theory, Vandermonde matrix, Diagrammatic Method, Andreief indentity, Resolvent Method, Joint probability density function of eigenvalues, Gaussian Orthogonal Ensemble, Marcenko-Pastur distribution, Wigner's Semicircle Law, Edwards-Jones formalism, Vandermonde determinant, Wishart Matrices, Gaussian Matrices, Dyson Coulomb gas, Random Matrices with Real Spectrum, Coulomb Gas Approach, Jpdf of eigenvalues, Tracy-Widom Law, Wigner surmise, Wishart-Laguerre ensemble