Random matrices, random processes and integrable systems

By J. P. Harnad

Subjects: Random matrices, Mathematical and Computational Physics Theoretical, Hamiltonian systems, Physics, Stochastic processes, Distribution (Probability theory), Mathematics, Probability Theory and Stochastic Processes

Description: "Random matrices, random processes and integrable systems provides an in-depth examination of random matrices with applications over a vast variety of domains, including multivariate statistics, random growth models, and many others. Leaders in the field apply the theory of integrable systems to the solution of fundamental problems in random systems and processes using an interdisciplinary approach that sheds new light on a dynamic topic of current research."--Back cover.