<図書>
Random matrices, random processes and integrable systems
責任表示 | John Harnad editor |
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シリーズ | CRM series on mathematical physics |
データ種別 | 図書 |
出版情報 | New York : Springer , c2011 |
本文言語 | 英語 |
大きさ | xviii, 524 p. : ill. (some col.) ; 25 cm |
概要 | 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 betw...en 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.続きを見る |
所蔵情報
状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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理系図3F 数理独自 | P 011/RAND/2 | 2011 |
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033212011002248 |
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書誌詳細
一般注記 | Includes bibliographical references and index |
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著者標目 | Harnad, J. P. (John P.), 1946- |
件 名 | LCSH:Random matrices |
分 類 | DC22:512.9434 |
書誌ID | 1001450937 |
ISBN | 9781441995131 |
NCID | BB06064878 |
巻冊次 | ISBN:9781441995131 |
NBN | 015772176 |
登録日 | 2011.07.05 |
更新日 | 2011.07.05 |