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Random matrices
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| Auteur principal : | |
|---|---|
| Format : | Livre |
| Langue : | anglais |
| Titre complet : | Random matrices / Madan Lal Mehta |
| Édition : | 3rd ed. |
| Publié : |
Amsterdam, Boston, Paris [etc.] :
Elsevier
, cop. 2004 Academic Press |
| Description matérielle : | 1 vol. (XVIII-688 p.) |
| Collection : | Pure and applied mathematics (New York. 1949) ; 142 |
| Sujets : |
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| 035 | |a (OCoLC)492983592 | ||
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| 200 | 1 | |a Random matrices |b Texte imprimé |f Madan Lal Mehta | |
| 205 | |a 3rd ed. | ||
| 210 | |a Amsterdam |a Boston |a Paris [etc.] |c Elsevier |c Academic Press |d cop. 2004 | ||
| 215 | |a 1 vol. (XVIII-688 p.) |c fig. |d 24 cm | ||
| 225 | 2 | |a Pure and applied mathematics series |v 142 | |
| 320 | |a Bibliogr. p. 655-679. Index | ||
| 359 | 2 | |b Chapter 1. Introduction |b Chapter 2. Gaussian ensembles. The joint probability density function for the matrix elements |b Chapter 3. Gaussian ensembles. The joint probability density function for the eigenvalues |b Chapter 4. Gaussian ensembles level density |b Chapter 5. Orthogonal, skew-orthogonal and bi-orthogonal polynomials |b Chapter 6. Gaussian unitary ensemble |b Chapter 7. Gaussian orthogonal ensemble |b Chapter 8. Gaussian symplectic ensemble |b Chapter 9. Gaussian ensembles : brownian motion model |b Chapter 10. Circular ensembles |b Chapter 11. Circular ensembles (continued) |b Chapter 12. Circular ensembles. Thermodynamics |b Chapter 13. Gaussian ensemble of anti-symmetric hermitian matrices |b Chapter 14. a gaussian ensemble for hermitian matrices with unequal real and imaginary parts |b Chapter 15. Matrices with gaussian element desnsities but with non unitary or hermitian conditions imposed |b Chapter 16. Statistical analysis of a level-sequence |b Chapter 17. Selberg's integral and its consequences |b Chapter 18. Asymptotic behaviour of Eb(0,s) by inverse scattering |b Chapter 19. Matrix ensembles and classical orthogonal polynomials |b Chapter 20. Level spacing functions Eb(r,s) : inter-relations and power series expansions |b Chapter 21. Fredholm determinants and Painlevé equations |b Chapter 22. Moments of the characteristics polynomila in the three ensembles of random matrices |b Chapter 23. Hermitian matrices coupled in a chain |b Chapter 24. Gaussian ensembles. Edge of the spectrum |b Chapter 25. Random permutations, circular unitary ensemble (CUE) and gaussian unitary ensemble (GUE) |b Chapter 26. Probability densities of the determinants ; Gaussian ensembles |b Chapter 27. Restrited trace ensembles |b Appendices | |
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