Random Matrices
Author
Madan Lal Mehta (C.e.a. De Saclay, Gif-Sur-Yvette Cedex, France)
Gives a description of analytical methods devised to study random matrices. This work reflects the developments in the field. It includes a coverage of skew-orthogonal and bi-orthogonal polynomials and their use in the evaluation of some multiple integrals. It also presents Fredholm determinants and Painleve equations.