The Toda Lattice and Universality for the Computation of the Eigenvalues of a Random Matrix - Deift, Percy (New York University); Dubach, Guillaume (Ecole Polytechnique, Paris); Tomei, Carlos (Pontificia Universidade Catolica do Rio de Janeiro)
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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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Produktbeschreibung
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.
Autorenporträt
Percy Deift is Silver Professor of Mathematics at New York University. He is a Fellow of the American Mathematical Society, a member of the American Academy of Arts and Sciences, a member of the National Academy of Sciences and a member of the American Academy of Sciences and Letters. He is a winner of the George Pólya Prize, a Guggenheim Fellow and a winner of the Henri Poincare Prize.