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Random matrix theory
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,...
| Autores principales: | , |
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| Lenguaje: | eng |
| Publicado: |
American Mathematical Society
2009
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| Materias: | |
| Acceso en línea: | http://cds.cern.ch/record/2264144 |