Preface to the Third Edition
Preface to the Second Edition
Preface to the First Edition
Chapter 1. Introduction.
Chapter 2. Gaussian Ensembles.
The Joint Probability Density Function for the Matrix Elements
Chapter 3. Gaussian Ensembles. The Joint Probability Density Function for the Eigenvalues
Chapter 4. Gaussian Ensembles Level Density
Chapter 5. Orthogonal, Skew-Orthogonal and Bi-Orthogonal Polynomials
Chapter 6. Gaussian Unitary Ensemble
Chapter 7. Gaussian Orthogonal Ensemble
Chapter 8. Gaussian Symplectic Ensemble
Chapter 9. Gaussian Ensembles: Brownian Motion Model
Chapter 10. Circular Ensembles
Chapter 11. Circular Ensembles (Continued)
Chapter 12. Circular Ensembles. Thermodynamics..
Chapter 13. Gaussian Ensemble of Anti-Symmetric Hermitian Matrices
Chapter 14. A Gaussian Ensemble of Hermitian Matrices With Unequal Real and Imaginary Parts
Chapter 15. Matrices With Gaussian Element Densities But With No Unitary or Hermitian Conditions Imposed
Chapter 16. Statistical Analysis of a Level-Sequence
Chapter 17. Selberg‘s Integral and Its Consequences
Chapter 18. Asymptotic Behaviour of Eβ(0,s) by Inverse Scattering
Chapter 19. Matrix Ensembles and Classical Orthogonal Polynomials
Chapter 20. Level Spacing Functions Eβ(r,s); Inter-relations and Power Series Expansions
Chapter 21. Fredholm Determinants and Painleve Equations
Chapter 22. Moments of the Characteristic Polynomial in the Three Ensembles of Random Matrices
Chapter 23. Hermitian Matrices Coupled in a Chain
Chapter24. GaussianEnsembles.EdgeoftheSpectrum
Chapter 25. Random Permutations, Circular Unitary Ensemble (CUE) and Gaussian Unitary Ensemble (GUE)
Chapter 26. Probability Densities of the Determinants; Gaussian Ensembles
Chapter 27. Restricted Trace Ensembles
Appendices
Notes
References
Author Index
Subject Index