Random Matrix Models and their Applications
Random matrices arise from, and have important applications to, number theory, probability, combinatorics, representation theory, quantum mechanics, solid state physics, quantum field theory, quantum gravity, and many other areas of physics and mathematics. This 2001 volume of surveys and research results, based largely on lectures given at the Spring 1999 MSRI program of the same name, covers broad areas such as topologic and combinatorial aspects of random matrix theory; scaling limits, universalities and phase transitions in matrix models; universalities for random polynomials; and applications to integrable systems. Its stress on the interaction between physics and mathematics will make it a welcome addition to the shelves of graduate students and researchers in both fields, as will its expository emphasis.
- Was the first book in this extremely active research area and brings together results that are scattered in physical and mathematical journals
- Features ideas and approaches developed in both the physics and mathematics communities
- The contributors are the leading experts in the field
Product details
September 2001Hardback
9780521802093
450 pages
234 × 156 × 25 mm
0.76kg
Available
Table of Contents
- 1. Symmetrized random permutations Jinho Baik and Eric M. Rains
- 2. Hankel determinants as Fredholm determinants Estelle L. Basor, Yang Chen and Harold Widom
- 3. Universality and scaling of zeros on symplectic manifolds Pavel Bleher, Bernard Shiffman and Steve Zelditch
- 4. Z measures on partitions, Robinson-Schensted-Knuth correspondence, and random matrix ensembles Alexei Borodin and Grigori Olshanski
- 5. Phase transitions and random matrices Giovanni M. Cicuta
- 6. Matrix model combinatorics: applications to folding and coloring Philippe Di Francesco
- 7. Inter-relationships between orthogonal, unitary and symplectic matrix ensembles Peter J. Forrester and Eric M. Rains
- 8. A note on random matrices John Harnad
- 9. Orthogonal polynomials and random matrix theory Mourad E. H. Ismail
- 10. Random words, Toeplitz determinants and integrable systems I, Alexander R. Its, Craig A. Tracy and Harold Widom
- 11. Random permutations and the discrete Bessel kernel Kurt Johansson
- 12. Solvable matrix models Vladimir Kazakov
- 13. Tau function for analytic Curves I. K. Kostov, I. Krichever, M. Mineev-Vainstein, P. B. Wiegmann and A. Zabrodin
- 14. Integration over angular variables for two coupled matrices G. Mahoux, M. L. Mehta and J.-M. Normand
- 15. SL and Z-measures Andrei Okounkov
- 16. Integrable lattices: random matrices and random permutations Pierre Van Moerbeke
- 17. Some matrix integrals related to knots and links Paul Zinn-Justin.