Toda lattice and universality for the computation of the eigenvalues of a random matrix, the
Auteur :
Deift, Percy / Dubach, Guillaume / Tomei, Carlos / Trogdon, Thomas
Éditeur :
Cambridge University Press
ISBN :
9781009664356
Date de publication :
13 nov. 2025
Poids :
258 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This comprehensive introduction to the finite Toda lattice establishes its universality as an eigenvalue algorithm on random matrices. Including a new perspective that does not use the Hamiltonian structure, this is an engaging read for researchers looking to understand the confluence of integrable systems and integrable probability.