SpringerBriefs in Mathematical Physics

Introduction to Random Matrices

Theory and Practice

Authors: Livan, Giacomo, Novaes, Marcel, Vivo, Pierpaolo

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  • ISBN 978-3-319-70885-0
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Softcover $54.99
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About this book

Modern developments of Random Matrix Theory as well as pedagogical approaches to the standard core of the discipline are surprisingly hard to find in a well-organized, readable and user-friendly fashion. This slim and agile book, written in a pedagogical and hands-on style, without sacrificing formal rigor fills this gap. It brings Ph.D. students in Physics, as well as more senior practitioners, through the standard tools and results on random matrices, with an eye on most recent developments that are not usually covered in introductory texts. The focus is mainly on random matrices with real spectrum.The main guiding threads throughout the book are the Gaussian Ensembles. In particular, Wigner’s semicircle law is derived multiple times to illustrate several techniques  (e.g., Coulomb gas approach, replica theory).Most chapters are accompanied by Matlab codes (stored in an online repository) to guide readers through the numerical check of most analytical results.

Reviews

“The text is well written, and the authors’ informal conversational style sets the book up nicely for someone who is using it as a self-study guide in the area. The chapters are short, but there are numerous examples, and the most instructive calculations are represented in full. Particular attention is paid to the numerical verification of the most analytical results.” (Susanna Spektor, Mathematical Reviews, September, 2018)
“Giacomo Livan, Marcel Novaes, and Pierpaolo Vivo have written a small but lively book on random matrices. … The book feels conversational. It has an informal tone, a sense of humor, and a pleasant mixture of exposition and detail. The pace is brisk, appropriate for a book aiming to be an introductory survey rather than a formal textbook.” (John D. Cook, MAA Reviews, July, 2018)

“The emphasis is on concepts, computations and tricks of the trade, and the style is modern and informal, which the reader will no doubt enjoy. … This monograph should prove to become a very welcome companion to the serious and enthusiastic reader setting out to get to know this vast and very useful subject.” (Rabe von Randow, zbMATH 1386.15003, 2018)

Table of contents (17 chapters)

Table of contents (17 chapters)

Buy this book

eBook $39.99
price for USA in USD
  • ISBN 978-3-319-70885-0
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $54.99
price for USA in USD
  • ISBN 978-3-319-70883-6
  • Free shipping for individuals worldwide
  • Institutional customers should get in touch with their account manager
  • Covid-19 shipping restrictions
  • Usually ready to be dispatched within 3 to 5 business days, if in stock
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Bibliographic Information

Bibliographic Information
Book Title
Introduction to Random Matrices
Book Subtitle
Theory and Practice
Authors
Series Title
SpringerBriefs in Mathematical Physics
Series Volume
26
Copyright
2018
Publisher
Springer International Publishing
Copyright Holder
The Author(s)
eBook ISBN
978-3-319-70885-0
DOI
10.1007/978-3-319-70885-0
Softcover ISBN
978-3-319-70883-6
Series ISSN
2197-1757
Edition Number
1
Number of Pages
IX, 124
Number of Illustrations
10 illustrations in colour
Topics