Log-Gases and Random Matrices (LMS-34) :Log-Gases and Random Matrices (LMS-34) ( London Mathematical Society Monographs )

Publication subTitle :Log-Gases and Random Matrices (LMS-34)

Publication series :London Mathematical Society Monographs

Author: Forrester Peter J.;;;  

Publisher: Princeton University Press‎

Publication year: 2010

E-ISBN: 9781400835416

P-ISBN(Paperback): 9780691128290

Subject: O151.21 矩阵论

Keyword: 数理科学和化学,数学

Language: ENG

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Description

Random matrix theory, both as an application and as a theory, has evolved rapidly over the past fifteen years. Log-Gases and Random Matrices gives a comprehensive account of these developments, emphasizing log-gases as a physical picture and heuristic, as well as covering topics such as beta ensembles and Jack polynomials.

Peter Forrester presents an encyclopedic development of log-gases and random matrices viewed as examples of integrable or exactly solvable systems. Forrester develops not only the application and theory of Gaussian and circular ensembles of classical random matrix theory, but also of the Laguerre and Jacobi ensembles, and their beta extensions. Prominence is given to the computation of a multitude of Jacobians; determinantal point processes and orthogonal polynomials of one variable; the Selberg integral, Jack polynomials, and generalized hypergeometric functions; Painlevé transcendents; macroscopic electrostatistics and asymptotic formulas; nonintersecting paths and models in statistical mechanics; and applications of random matrix theory. This is the first textbook development of both nonsymmetric and symmetric Jack polynomial theory, as well as the connection between Selberg integral theory and beta ensembles. The author provides hundreds of guided exercises and linked topics, making Log-Gases and Random Matrices an indispensable reference work, as well as a learning resource for all students and researchers in the

Chapter

3.5 Correlated Wishart matrices

3.6 Jacobi ensemble and Wishart matrices

3.7 Jacobi ensemble and symmetric spaces

3.8 Jacobi ensemble and quantum conductance

3.9 A circular Jacobi ensemble

3.10 Laguerre β-ensemble

3.11 Jacobi β-ensemble

3.12 Circular Jacobi β-ensemble

Chapter 4. The Selberg integral

4.1 Selberg's derivation

4.2 Anderson's derivation

4.3 Consequences for the β-ensembles

4.4 Generalization of the Dixon-Anderson integral

4.5 Dotsenko and Fateev's derivation

4.6 Aomoto's derivation

4.7 Normalization of the eigenvalue p.d.f.'s

4.8 Free energy

Chapter 5. Correlation functions at β = 2

5.1 Successive integrations

5.2 Functional differentiation and integral equation approaches

5.3 Ratios of characteristic polynomials

5.4 The classical weights

5.5 Circular ensembles and the classical groups

5.6 Log-gas systems with periodic boundary conditions

5.7 Partition function in the case of a general potential

5.8 Biorthogonal structures

5.9 Determinantal k-component systems

Chapter 6. Correlation functions at β = 1 and 4

6.1 Correlation functions at β = 4

6.2 Construction of the skew orthogonal polynomials at β = 4

6.3 Correlation functions at β = 1

6.4 Construction of the skew orthogonal polynomials and summation formulas

6.5 Alternate correlations at β = 1

6.6 Superimposed β = 1 systems

6.7 A two-component log-gas with charge ratio 1:2

Chapter 7. Scaled limits at β = 1, 2 and 4

7.1 Scaled limits at β = 2 — Gaussian ensembles

7.2 Scaled limits at β = 2 — Laguerre and Jacobi ensembles

7.3 Log-gas systems with periodic boundary conditions

7.4 Asymptotic behavior of the one- and two-point functions at β = 2

7.5 Bulk scaling and the zeros of the Riemann zeta function

7.6 Scaled limits at β = 4 — Gaussian ensemble

7.7 Scaled limits at β = 4 — Laguerre and Jacobi ensembles

7.8 Scaled limits at β = 1 — Gaussian ensemble

7.9 Scaled limits at β = 1 — Laguerre and Jacobi ensembles

7.10 Two-component log-gas with charge ratio 1:2

Chapter 8. Eigenvalue probabilities — Painlevé systems approach

8.1 Definitions

8.2 Hamiltonian formulation of the Painlevé theory

8.3 σ-form Painlevé equation characterizations

8.4 The cases β = 1 and 4 — circular ensembles and bulk

8.5 Discrete Painlevé equations

8.6 Orthogonal polynomial approach

Chapter 9. Eigenvalue probabilities — Fredholm determinant approach

9.1 Fredholm determinants

9.2 Numerical computations using Fredholm determinants

9.3 The sine kernel

9.4 The Airy kernel

9.5 Bessel kernels

9.6 Eigenvalue expansions for gap probabilities

9.7 The probabilities E[sub(β)][sup(soft)] (n; (s, ∞)) for β = 1, 4

9.8 The probabilities E[sub(β)][sup(hard)] ( n; (0, s); a) for β = 1, 4

9.9 Riemann-Hilbert viewpoint

9.10 Nonlinear equations from the Virasoro constraints

Chapter 10. Lattice paths and growth models

10.1 Counting formulas for directed nonintersecting paths

10.2 Dimers and tilings

10.3 Discrete polynuclear growth model

10.4 Further interpretations and variants of the RSK correspondence

10.5 Symmetrized growth models

10.6 The Hammersley process

10.7 Symmetrized permutation matrices

10.8 Gap probabilities and scaled limits

10.9 Hammersley process with sources on the boundary

Chapter 11. The Calogero–Sutherland model

11.1 Shifted mean parameter-dependent Gaussian random matrices

11.2 Other parameter-dependent ensembles

11.3 The Calogero-Sutherland quantum systems

11.4 The Schrödinger operators with exchange terms

11.5 The operators H[sup((H, Ex))], H[sup((L, Ex))] and H[sup((J, Ex))]

11.6 Dynamical correlations for β = 2

11.7 Scaled limits

Chapter 12. Jack polynomials

12.1 Nonsymmetric Jack polynomials

12.2 Recurrence relations

12.3 Application of the recurrences

12.4 A generalized binomial theorem and an integration formula

12.5 Interpolation nonsymmetric Jack polynomials

12.6 The symmetric Jack polynomials

12.7 Interpolation symmetric Jack polynomials

12.8 Pieri formulas

Chapter 13. Correlations for general β

13.1 Hypergeometric functions and Selberg correlation integrals

13.2 Correlations at even β

13.3 Generalized classical polynomials

13.4 Green functions and zonal polynomials

13.5 Inter-relations for spacing distributions

13.6 Stochastic differential equations

13.7 Dynamical correlations in the circular β ensemble

Chapter 14. Fluctuation formulas and universal behavior of correlations

14.1 Perfect screening

14.2 Macroscopic balance and density

14.3 Variance of a linear statistic

14.4 Gaussian fluctuations of a linear statistic

14.5 Charge and potential fluctuations

14.6 Asymptotic properties of E[sub(β)](n; J) and P[sub(β)](n; J)

14.7 Dynamical correlations

Chapter 15. The two-dimensional one-component plasma

15.1 Complex random matrices and polynomials

15.2 Quantum particles in a magnetic field

15.3 Correlation functions

15.4 General properties of the correlations and fluctuation formulas

15.5 Spacing distributions

15.6 The sphere

15.7 The pseudosphere

15.8 Metallic boundary conditions

15.9 Antimetallic boundary conditions

15.10 Eigenvalues of real random matrices

15.11 Classification of non-Hermitian random matrices

Bibliography

Index

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