This volume explores the remarkable connections between two domains that seem unrelated: random matrices and integrable systems. It applies the theory of integrable systems to the solution of fundamental problems in random systems and processes.
This volume explores the remarkable connections between two domains that seem unrelated: random matrices and integrable systems. It applies the theory...
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 between 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...
This book explores the remarkable connections between two domains that, a priori, seem unrelated: Random matrices (together with associated ...
