Percy Deift - Böcker
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4 produkter
4 produkter
441 kr
Skickas inom 7-10 vardagar
This book features a unified derivation of the mathematical theory of the three classical types of invariant random matrix ensembles - orthogonal, unitary, and symplectic. The authors follow the approach of Tracy and Widom, but the exposition here contains a substantial amount of additional material, in particular, facts from functional analysis and the theory of Pfaffians. The main result in the book is a proof of universality for orthogonal and symplectic ensembles corresponding to generalized Gaussian type weights following the authors' prior work. New, quantitative error estimates are derived. The book is based in part on a graduate course given by the first author at the Courant Institute in fall 2005. Subsequently, the second author gave a modified version of this course at the University of Rochester in spring 2007. Anyone with some background in complex analysis, probability theory, and linear algebra and an interest in the mathematical foundations of random matrix theory will benefit from studying this valuable reference.
Del 500 - London Mathematical Society Lecture Note Series
The Toda Lattice and Universality for the Computation of the Eigenvalues of a Random Matrix
Häftad, Engelska, 2025
797 kr
Skickas inom 7-10 vardagar
Written by leaders in the field, this text showcases some of the remarkable properties of the finite Toda lattice and applies this theory to establish universality for the associated Toda eigenvalue algorithm for random Hermitian matrices. The authors expand on a 2019 course at the Courant Institute to provide a comprehensive introduction to the area, including previously unpublished results. They begin with a brief overview of Hamiltonian mechanics and symplectic manifolds, then derive the action-angle variables for the Toda lattice on symmetric matrices. This text is one of the first to feature a new perspective on the Toda lattice that does not use the Hamiltonian structure to analyze its dynamics. Finally, portions of the above theory are combined with random matrix theory to establish universality for the runtime of the associated Toda algorithm for eigenvalue computation.
Del 65 - Mathematical Sciences Research Institute Publications
Random Matrix Theory, Interacting Particle Systems, and Integrable Systems
Inbunden, Engelska, 2014
1 297 kr
Skickas inom 7-10 vardagar
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.
1 604 kr
Skickas inom 11-20 vardagar
This book deals with the theory of linear ordinary differential operators of arbitrary order. Unlike treatments that focus on spectral theory, this work centers on the construction of special eigenfunctions (generalized Jost solutions) and on the inverse problem: the problem of reconstructing the operator from minimal data associated to the special eigenfunctions. In the second order case this program includes spectral theory and is equivalent to quantum mechanical scattering theory; the essential analysis involves only the bounded eigenfunctions. For higher order operators, bounded eigenfunctions are again sufficient for spectral theory and quantum scattering theory, but they are far from sufficient for a successful inverse theory.The authors give a complete and self-contained theory of the inverse problem for an ordinary differential operator of any order. The theory provides a linearization for the associated nonlinear evolution equations, including KdV and Boussinesq. The authors also discuss Darboux-Bäcklund transformations, related first-order systems and their evolutions, and applications to spectral theory and quantum mechanical scattering theory.Among the book's most significant contributions are a new construction of normalized eigenfunctions and the first complete treatment of the self-adjoint inverse problem in order greater than two. In addition, the authors present the first analytic treatment of the corresponding flows, including a detailed description of the phase space for Boussinesq and other equations.The book is intended for mathematicians, physicists, and engineers in the area of soliton equations, as well as those interested in the analytical aspects of inverse scattering or in the general theory of linear ordinary differential operators. This book is likely to be a valuable resource to many.Required background consists of a basic knowledge of complex variable theory, the theory of ordinary differential equations, linear algebra, and functional analysis. The authors have attempted to make the book sufficiently complete and self-contained to make it accessible to a graduate student having no prior knowledge of scattering or inverse scattering theory. The book may therefore be suitable for a graduate textbook or as background reading in a seminar.