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The Toda lattice and universality for the computation of the eigenvalues of a random matrix

Deift, Percy

The Toda lattice and universality for the computation of the eigenvalues of a random matrix Percy Deift (New York University), Guillaume Dubach (École Polytechnique, Paris), Carlos Tomei (Pontifícia Universidade Católica do Rio de Janeiro), Thomas Trogdon (University of Washington) - x, 161 Seiten Illustrationen 23 cm - London Mathematical Society lecture note series 500 . - London Mathematical Society Lecture note series / London Mathematical Society 500 .

"This comprehensive introduction to the finite Toda lattice establishes its universality as an eigenvalue algorithm on random matrices. Including a new perspective that does not use the Hamiltonian structure, this is an engaging read for researchers looking to understand the confluence of integrable systems and integrable probability"-- Provided by publisher

9781009664356 pbk


Lattice theory
Eigenvalues
Hamiltonian systems
Random matrices

QA171.5

511.33

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