Random matrix theory invariant ensembles and universality - Deift, Percy 1945-; Gioev, Dimitri 1973- (American Mathematical Society, 2009)
Includes bibliographical references and index
Chapter 1. Introduction and examples - Chapter 2. Three classes of invariant ensembles - Chapter 3. Auxiliary facts from functional analysis, Pfaffians, and three integral identities - Chapter 4. Eigenvalue statistics for the three types of ensembles - Chapter 5. Widom's formulae for the $β =1$ and $4$ correlation kernels - Chapter 6. Large $N$ eigenvalue statistics for the $β =1,4$ ensembles with monomial potentials: universality. - Mode of access : World Wide Web