The Toda Lattice and Universality for the Computation of the Eigenvalues of a Random Matrix

Deift, Percy (New York University), Dubach, Guillaume (Ecole Polytechnique, Tomei, Carlos (Pontificia Universidade Catolica do Rio de Janeiro), Trogdon, Thomas (University of Washington)

Description

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.
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Writer
Deift, Percy (New York University), Dubach, Guillaume (Ecole Polytechnique, Tomei, Carlos (Pontificia Universidade Catolica do Rio de Janeiro), Trogdon, Thomas (University of Washington)
Title
The Toda Lattice and Universality for the Computation of the Eigenvalues of a Random Matrix
Publisher
Cambridge University Press
Year
2025
Language
English
Pages
172
EAN
9781009664356
Binding format
Paperback / softback

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