Random Matrix Theory: Invariant Ensembles and Universality

@inproceedings{Deift2009RandomMT,
  title={Random Matrix Theory: Invariant Ensembles and Universality},
  author={Percy Deift and Dimitri Gioev},
  year={2009}
}
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… CONTINUE READING

Citations

Publications citing this paper.
SHOWING 1-10 OF 84 CITATIONS

FILTER CITATIONS BY YEAR

2009
2019

CITATION STATISTICS

  • 5 Highly Influenced Citations

  • Averaged 8 Citations per year from 2017 through 2019