The Toda Lattice and Universality for the Computation of the Eigenvalues of a Random Matrix

Deift, Percy (New York University), Dubach, Guillaume (Ecole Polytechnique, Tomei, Carlos (Pontificia Universidade Catolica do Rio de Janeiro), Trogdon, Thomas (University of Washington)

Omschrijving

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.
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Deift, Percy (New York University), Dubach, Guillaume (Ecole Polytechnique, Tomei, Carlos (Pontificia Universidade Catolica do Rio de Janeiro), Trogdon, Thomas (University of Washington)
Titel
The Toda Lattice and Universality for the Computation of the Eigenvalues of a Random Matrix
Uitgever
Cambridge University Press
Jaar
2025
Taal
Engels
Pagina's
172
EAN
9781009664356
Bindwijze
Paperback / softback

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