Preface |
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Chapter 1 Gaussian matrix ensembles |
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1 | (52) |
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1.1 Random real symmetric matrices |
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1 | (4) |
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1.2 The eigenvalue p.d.f. for the GOE |
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5 | (6) |
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1.3 Random complex Hermitian and quaternion real Hermitian matrices |
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11 | (9) |
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20 | (10) |
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1.5 High-dimensional random energy landscapes |
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30 | (3) |
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1.6 Matrix integrals and combinatorics |
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33 | (8) |
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41 | (1) |
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1.8 The shifted mean Gaussian ensembles |
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42 | (1) |
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43 | (10) |
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Chapter 2 Circular ensembles |
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53 | (32) |
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2.1 Scattering matrices and Floquet operators |
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53 | (3) |
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2.2 Definitions and basic properties |
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56 | (5) |
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2.3 The elements of a random unitary matrix |
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61 | (5) |
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66 | (2) |
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68 | (3) |
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2.6 Orthogonal and symplectic unitary random matrices |
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71 | (2) |
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2.7 Log-gas systems with periodic boundary conditions |
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73 | (3) |
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76 | (5) |
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2.9 Real orthogonal β-ensemble |
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81 | (4) |
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Chapter 3 Laguerre and Jacobi ensembles |
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85 | (48) |
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3.1 Chiral random matrices |
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85 | (5) |
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90 | (8) |
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3.3 Further examples of the Laguerre ensemble in quantum mechanics |
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98 | (8) |
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3.4 The eigenvalue density |
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106 | (4) |
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3.5 Correlated Wishart matrices |
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110 | (1) |
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3.6 Jacobi ensemble and Wishart matrices |
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111 | (4) |
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3.7 Jacobi ensemble and symmetric spaces |
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115 | (3) |
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3.8 Jacobi ensemble and quantum conductance |
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118 | (7) |
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3.9 A circular Jacobi ensemble |
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125 | (2) |
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127 | (2) |
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129 | (1) |
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3.12 Circular Jacobi β-ensemble |
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130 | (3) |
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Chapter 4 The Selberg integral |
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133 | (53) |
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133 | (4) |
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4.2 Anderson's derivation |
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137 | (8) |
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4.3 Consequences for the β-ensembles |
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145 | (11) |
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4.4 Generalization of the Dixon-Anderson integral |
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156 | (4) |
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4.5 Dotsenko and Fateev's derivation |
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160 | (5) |
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165 | (7) |
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4.7 Normalization of the eigenvalue p.d.f.'s |
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172 | (8) |
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180 | (6) |
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Chapter 5 Correlation functions at β = 2 |
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186 | (50) |
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5.1 Successive integrations |
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186 | (7) |
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5.2 Functional differentiation and integral equation approaches |
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193 | (4) |
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5.3 Ratios of characteristic polynomials |
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197 | (3) |
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5.4 The classical weights |
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200 | (7) |
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5.5 Circular ensembles and the classical groups |
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207 | (5) |
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5.6 Log-gas systems with periodic boundary conditions |
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212 | (5) |
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5.7 Partition function in the case of a general potential |
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217 | (6) |
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5.8 Biorthogonal structures |
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223 | (6) |
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5.9 Determinantal k-component systems |
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229 | (7) |
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Chapter 6 Correlation functions at β = 1 and 4 |
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236 | (47) |
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6.1 Correlation functions at β = 4 |
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236 | (10) |
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6.2 Construction of the skew orthogonal polynomials at β = 4 |
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246 | (5) |
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6.3 Correlation functions at β = 1 |
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251 | (12) |
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6.4 Construction of the skew orthogonal polynomials and summation formulas |
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263 | (6) |
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6.5 Alternate correlations at β = 1 |
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269 | (5) |
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6.6 Superimposed β = 1 systems |
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274 | (4) |
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6.7 A two-component log-gas with charge ratio 1:2 |
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278 | (5) |
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Chapter 7 Scaled limits at β = 1, 2 and 4 |
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283 | (45) |
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7.1 Scaled limits at β = 2---Gaussian ensembles |
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283 | (7) |
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7.2 Scaled limits at β = 2---Laguerre and Jacobi ensembles |
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290 | (7) |
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7.3 Log-gas systems with periodic boundary conditions |
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297 | (1) |
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7.4 Asymptotic behavior of the one- and two-point functions at β = 2 |
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298 | (3) |
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7.5 Bulk scaling and the zeros of the Riemann zeta function |
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301 | (7) |
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7.6 Scaled limits at β = 4---Gaussian ensemble |
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308 | (4) |
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7.7 Scaled limits at β = 4---Laguerre and Jacobi ensembles |
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312 | (4) |
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7.8 Scaled limits at β = 1---Gaussian ensemble |
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316 | (3) |
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7.9 Scaled limits at β = 1---Laguerre and Jacobi ensembles |
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319 | (4) |
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7.10 Two-component log-gas with charge ratio 1:2 |
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323 | (5) |
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Chapter 8 Eigenvalue probabilities---Painleve systems approach |
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328 | (52) |
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328 | (5) |
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8.2 Hamiltonian formulation of the Painleve theory |
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333 | (16) |
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8.3 σ-form Painleve equation characterizations |
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349 | (14) |
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8.4 The cases β = 1 and 4---circular ensembles and bulk |
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363 | (9) |
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8.5 Discrete Painleve equations |
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372 | (3) |
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8.6 Orthogonal polynomial approach |
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375 | (5) |
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Chapter 9 Eigenvalue probabilities---Fredholm determinant approach |
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380 | (60) |
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9.1 Fredholm determinants |
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380 | (5) |
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9.2 Numerical computations using Fredholm determinants |
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385 | (1) |
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386 | (7) |
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393 | (6) |
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399 | (4) |
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9.6 Eigenvalue expansions for gap probabilities |
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403 | (13) |
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9.7 The probabilities Esoftβ (n; (s, ∞)) forβ = 1, 4 |
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416 | (5) |
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9.8 The probabilities Ehardβ (n; (O, s); a) forβ = 1, 4 |
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421 | (5) |
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9.9 Riemann-Hilbert viewpoint |
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426 | (9) |
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9.10 Nonlinear equations from the Virasoro constraints |
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435 | (5) |
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Chapter 10 Lattice paths and growth models |
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440 | (65) |
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10.1 Counting formulas for directed nonintersecting paths |
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440 | (16) |
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456 | (7) |
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10.3 Discrete polynuclear growth model |
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463 | (8) |
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10.4 Further interpretations and variants of the RSK correspondence |
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471 | (9) |
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10.5 Symmetrized growth models |
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480 | (7) |
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10.6 The Hammersley process |
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487 | (5) |
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10.7 Symmetrized permutation matrices |
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492 | (3) |
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10.8 Gap probabilities and scaled limits |
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495 | (5) |
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10.9 Hammersley process with sources on the boundary |
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500 | (5) |
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Chapter 11 The Calogero-Sutherland model |
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505 | (38) |
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11.1 Shifted mean parameter-dependent Gaussian random matrices |
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505 | (7) |
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11.2 Other parameter-dependent ensembles |
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512 | (4) |
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11.3 The Calogero-Sutherland quantum systems |
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516 | (5) |
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11.4 The Schrodinger operators with exchange terms |
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521 | (3) |
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11.5 The operators H(H, Ex), H(L, Ex) and H(J, Ex) |
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524 | (6) |
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11.6 Dynamical correlations for β = 2 |
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530 | (10) |
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540 | (3) |
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Chapter 12 Jack polynomials |
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543 | (49) |
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12.1 Nonsymmetric Jack polynomials |
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543 | (7) |
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12.2 Recurrence relations |
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550 | (3) |
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12.3 Application of the recurrences |
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553 | (2) |
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12.4 A generalized binomial theorem and an integration formula |
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555 | (3) |
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12.5 Interpolation nonsymmetric Jack polynomials |
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558 | (6) |
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12.6 The symmetric Jack polynomials |
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564 | (15) |
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12.7 Interpolation symmetric Jack polynomials |
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579 | (4) |
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583 | (9) |
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Chapter 13 Correlations for general β |
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592 | (66) |
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13.1 Hypergeometric functions and Selberg correlation integrals |
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592 | (9) |
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13.2 Correlations at even β |
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601 | (12) |
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13.3 Generalized classical polynomials |
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613 | (14) |
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13.4 Green functions and zonal polynomials |
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627 | (6) |
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13.5 Inter-relations for spacing distributions |
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633 | (1) |
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13.6 Stochastic differential equations |
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634 | (6) |
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13.7 Dynamical correlations in the circular β ensemble |
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640 | (18) |
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Chapter 14 Fluctuation formulas and universal behavior of correlations |
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658 | (43) |
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658 | (5) |
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14.2 Macroscopic balance and density |
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663 | (2) |
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14.3 Variance of a linear statistic |
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665 | (7) |
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14.4 Gaussian fluctuations of a linear statistic |
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672 | (8) |
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14.5 Charge and potential fluctuations |
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680 | (8) |
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14.6 Asymptotic properties of Eβ(n; J) and Pβ(n; J) |
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688 | (10) |
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14.7 Dynamical correlations |
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698 | (3) |
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Chapter 15 The two-dimensional one-component plasma |
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701 | (64) |
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15.1 Complex random matrices and polynomials |
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701 | (5) |
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15.2 Quantum particles in a magnetic field |
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706 | (5) |
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15.3 Correlation functions |
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711 | (7) |
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15.4 General properties of the correlations and fluctuation formulas |
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718 | (7) |
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15.5 Spacing distributions |
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725 | (4) |
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729 | (9) |
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738 | (6) |
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15.8 Metallic boundary conditions |
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744 | (3) |
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15.9 Antimetallic boundary conditions |
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747 | (5) |
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15.10 Eigenvalues of real random matrices |
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752 | (8) |
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15.11 Classification of non-Hermitian random matrices |
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760 | (5) |
Bibliography |
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765 | (20) |
Index |
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785 | |