M. L. Mehta
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Random Matrices and the Statistical Theory of Energy Levels (eBook, PDF)

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Random Matrices and the Statistical Theory of Energy Levels focuses on the processes, methodologies, calculations, and approaches involved in random matrices and the statistical theory of energy levels, including ensembles and density and correlation functions.The publication first elaborates on the joint probability density function for the matrix elements and eigenvalues, including the Gaussian unitary, symplectic, and orthogonal ensembles and time-reversal invariance. The text then examines the Gaussian ensembles, as well as the asymptotic formula for the level density and partition functio...

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