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# Random Matrix Theory: Invariant Ensembles and Universality

by
Percy Deift

This book features a unified derivation of the mathematical theory of the three classical types of invariant random matrix ensembles--orthogonal, unitary, and symplectic. The authors follow the approach of Tracy and Widom, but the exposition here contains a substantial amount of additional material, in particular, facts from functional analysis and the theory of Pfaffians.
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Paperback, 217 pages

Published
October 19th 2009
by Courant Institute of Mathemetical Sciences
(first published 2009)

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