Livan, G;
Novaes, M;
Vivo, P;
(2018)
Introduction to Random Matrices - Theory and Practice.
[Book].
SpringerBriefs in Mathematical Physics: Vol.26.
Springer: Cham, Switzerland.
Text
1712.07903.pdf - Submitted Version Access restricted to UCL open access staff Download (1MB) |
Abstract
This is a book for absolute beginners. If you have heard about random matrix theory, commonly denoted RMT, but you do not know what that is, then welcome!, this is the place for you. Our aim is to provide a truly accessible introductory account of RMT for physicists and mathematicians at the beginning of their research career. We tried to write the sort of text we would have loved to read when we were beginning Ph.D. students ourselves. Our book is structured with light and short chapters, and the style is informal. The calculations we found most instructive are spelt out in full. Particular attention is paid to the numerical verification of most analytical results. Our book covers standard material - classical ensembles, orthogonal polynomial techniques, spectral densities and spacings - but also more advanced and modern topics - replica approach and free probability - that are not normally included in elementary accounts on RMT. This book is dedicated to the fond memory of Oriol Bohigas.
Type: | Book |
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Title: | Introduction to Random Matrices - Theory and Practice |
DOI: | 10.1007/978-3-319-70885-0 |
Publisher version: | http://dx.doi.org/10.1007/978-3-319-70885-0 |
Language: | English |
Additional information: | This version is the author accepted manuscript. For information on re-use, please refer to the publisher’s terms and conditions. |
UCL classification: | UCL UCL > Provost and Vice Provost Offices UCL > Provost and Vice Provost Offices > UCL BEAMS UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science > Dept of Computer Science |
URI: | https://discovery.ucl.ac.uk/id/eprint/10073707 |
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