**Courant Lecture Notes**

Volume: 18;
2009;
217 pp;
Softcover

MSC: Primary 15; 60; 05; 62;
**Print ISBN: 978-0-8218-4737-4
Product Code: CLN/18**

List Price: $35.00

Individual Member Price: $28.00

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# Random Matrix Theory: Invariant Ensembles and Universality

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*Percy Deift; Dimitri Gioev*

A co-publication of the AMS and the Courant Institute of Mathematical Sciences at New York University

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. The main
result in the book is a proof of universality for orthogonal and
symplectic ensembles corresponding to generalized Gaussian type
weights following the authors' prior work. New, quantitative error
estimates are derived.

The book is based in part on a graduate course given by the first
author at the Courant Institute in fall 2005. Subsequently, the second
author gave a modified version of this course at the University of
Rochester in spring 2007. Anyone with some background in complex
analysis, probability theory, and linear algebra and an interest in
the mathematical foundations of random matrix theory will benefit from
studying this valuable reference.

Titles in this series are co-published with the Courant Institute of Mathematical Sciences at New York University.

#### Table of Contents

# Table of Contents

## Random Matrix Theory: Invariant Ensembles and Universality

#### Readership

Graduate students and research mathematicians interested in mathematical foundations of random matrix theory.

#### Reviews

Anyone with some background in complex analysis, probability theory, and linear algebra and an interest in the mathematical foundations of random matrix theory will benefit from studying this valuable reference.

-- Zentralblatt MATH