Random Matrices
by Alexei Borodin, Ivan Corwin, Alice Guionnet
MatricesRandom matricesLinear and multilinear algebra; matrix theory -- Special matrices -- Random matricesProbability theory and stochastic processes -- Probability theory on algebraic and topological structures -- Random matrices (probabilistic aspects; for algebraic aspects see 15B52)Statistical mechanics, structure of matter -- Time-dependent statistical mechanics (dynamic and nonequilibrium) -- Interacting particle systemsProbability theory and stochastic processes -- Stochastic analysis -- Random operators and equationsStatistical mechanics, structure of matter -- Equilibrium statistical mechanics -- Disordered systems (random Ising models, random Schrödinger operators, etc.).Partial differential equations -- Equations of mathematical physics and other areas of application -- KdV-like equations (Korteweg-de Vries)
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Book data: Open Library