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<図書>
Random matrices, random processes and integrable systems

責任表示 John Harnad editor
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



理系図3F 数理独自 P 011/RAND/2 2011
033212011002248

書誌詳細

一般注記 Includes bibliographical references and index
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

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