Random Matrices, Random Processes and Integrable Systems (eBook, PDF)
eBook, PDF

Random Matrices, Random Processes and Integrable Systems (eBook, PDF)

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This book explores the remarkable connections between two domains that, a priori, seem unrelated: Random matrices (together with associated random processes) and integrable systems. The relations between random matrix models and the theory of classical integrable systems have long been studied. These appear mainly in the deformation theory, when parameters characterizing the measures or the domain of localization of the eigenvalues are varied. The resulting differential equations determining the partition function and correlation functions are, remarkably, of the same type as certain equations...

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