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This text covers in detail recent developments in the field of stochastic processes and Random Matrix Theory. Matrix models have been playing an important role in theoretical physics for a long time and are currently also a very active domain of research in mathematics.
Random matrix theory has many roots and many branches in mathematics, statistics, physics, computer science, data science, numerical analysis, biology, ecology, engineering, and operations research. This book provides a snippet of this vast domain of study, with a particular focus on the notations of universality and integrability. Universality shows that many systems behave the same way in their large scale limit, while integrability provides a route to describe the nature of those universal limits. Many of the ten contributed chapters address these themes, while others touch on applications of tools and results from random matrix theory. This book is appropriate for graduate students and researchers interested in learning techniques and results in random matrix theory from different perspectives and viewpoints. It also captures a moment in the evolution of the theory, when the previous decade brought major break-throughs, prompting exciting new directions of research.
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.
About sixty years ago, the anomalous magnetic response of certain magnetic alloys drew the attention of theoretical physicists. It soon became clear that understanding these systems, now called spin glasses, would give rise to a new branch of statistical physics. As physical materials, spin glasses were found to be as useless as they were exotic. They have nevertheless been recognized as paradigmatic examples of complex systems with applications to problems as diverse as neural networks, amorphous solids, biological molecules, social and economic interactions, information theory and constraint satisfaction problems.This book presents an encyclopaedic overview of the broad range of these applications. More than 30 contributions are compiled, written by many of the leading researchers who have contributed to these developments over the last few decades. Some timely and cutting-edge applications are also discussed. This collection serves well as an introduction and summary of disordered and glassy systems for advanced undergraduates, graduate students and practitioners interested in the topic.
Provides a grounding in random matrix techniques applied to analytic number theory.
Publishes papers that report results of research in statistical physics, plasmas, fluids, and related interdisciplinary topics. There are sections on (1) methods of statistical physics, (2) classical fluids, (3) liquid crystals, (4) diffusion-limited aggregation, and dendritic growth, (5) biological physics, (6) plasma physics, (7) physics of beams, (8) classical physics, including nonlinear media, and (9) computational physics.
This volume contains twenty contributions in the area of mathematical physics where Fritz Gesztesy made profound contributions. There are three survey papers in spectral theory, differential equations, and mathematical physics, which highlight, in particu
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The Proceedings of the ICM publishes the talks, by invited speakers, at the conference organized by the International Mathematical Union every 4 years. It covers several areas of Mathematics and it includes the Fields Medal and Nevanlinna, Gauss and Leelavati Prizes and the Chern Medal laudatios.