
- Coming soon
- Publisher:
- Cambridge University Press
- Expected online publication date:
- May 2025
- Print publication year:
- 2014
- Online ISBN:
- 9781139942287
Random matrix theory is at the intersection of linear algebra, probability theory and integrable systems, and has a wide range of applications in physics, engineering, multivariate statistics and beyond. This volume is based on a Fall 2010 MSRI program which generated the solution of long-standing questions on universalities of Wigner matrices and beta-ensembles and opened new research directions especially in relation to the KPZ universality class of interacting particle systems and low-rank perturbations. The book contains review articles and research contributions on all these topics, in addition to other core aspects of random matrix theory such as integrability and free probability theory. It will give both established and new researchers insights into the most recent advances in the field and the connections among many subfields.
* Views captured on Cambridge Core between #date#. This data will be updated every 24 hours.
Usage data cannot currently be displayed.