Book Review: Random matrix theory: invariant ensembles and universality
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Publication:5494768
DOI10.1090/S0273-0979-2010-01307-0zbMath1292.00011WikidataQ56553750 ScholiaQ56553750MaRDI QIDQ5494768
Publication date: 29 July 2014
Published in: Bulletin of the American Mathematical Society (Search for Journal in Brave)
Random matrices (algebraic aspects) (15B52) External book reviews (00A17) Research exposition (monographs, survey articles) pertaining to linear algebra (15-02)
Cites Work
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- Density matrix of an impenetrable Bose gas and the fifth Painlevé transcendent
- A connection formula for the second Painlevé transcendent
- A boundary value problem associated with the second Painleve transcendent and the Korteweg-de Vries equation
- Universality of the local eigenvalue statistics for a class of unitary invariant random matrix ensembles
- Level-spacing distributions and the Airy kernel
- Semiclassical asymptotics of orthogonal polynomials, Riemann-Hilbert problem, and universality in the matrix model
- On the relation between orthogonal, symplectic and unitary matrix ensembles
- On orthogonal and symplectic matrix ensembles
- Universality at the edge of the spectrum for unitary, orthogonal, and symplectic ensembles of random matrices
- Asymptotic Solutions of the Korteweg-deVries Equation
- Generic behavior of the density of states in random matrix theory and equilibrium problems in the presence of real analytic external fields
- Asymptotics for the painlevé II equation
- Universality in Random Matrix Theory for orthogonal and symplectic ensembles
- Universality in orthogonal and symplectic invariant matrix models with quartic potential
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