Research output: Book/Report › Book › peer-review

**Stochastic processes and random matrices : Lecture notes of the Les Houches summer school.** / Schehr, Grégory; Altland, Alexander; Fyodorov, Yan V. et al.

Research output: Book/Report › Book › peer-review

Schehr, G, Altland, A, Fyodorov, YV, O'Connell, N & Cugliandolo, LF 2018, *Stochastic processes and random matrices: Lecture notes of the Les Houches summer school*. vol. 104, Oxford University Press. https://doi.org/10.1093/oso/9780198797319

Schehr, G., Altland, A., Fyodorov, Y. V., O'Connell, N., & Cugliandolo, L. F. (2018). *Stochastic processes and random matrices: Lecture notes of the Les Houches summer school*. Oxford University Press. https://doi.org/10.1093/oso/9780198797319

Schehr G, Altland A, Fyodorov YV, O'Connell N, Cugliandolo LF. Stochastic processes and random matrices: Lecture notes of the Les Houches summer school. Oxford University Press, 2018. 613 p. https://doi.org/10.1093/oso/9780198797319

@book{25094b205ffb41aaa76a5d582e1e16e7,

title = "Stochastic processes and random matrices: Lecture notes of the Les Houches summer school",

abstract = "The field of stochastic processes and Random Matrix Theory (RMT) has been a rapidly evolving subject during the last fifteen years. The continuous development and discovery of new tools, connections and ideas have led to an avalanche of new results. These breakthroughs have been made possible thanks, to a large extent, to the recent development of various new techniques in RMT. Matrix models have been playing an important role in theoretical physics for a long time and they are currently also a very active domain of research in mathematics. An emblematic example of these recent advances concerns the theory of growth phenomena in the Kardar-Parisi-Zhang (KPZ) universality class where the joint efforts of physicists and mathematicians during the last twenty years have unveiled the beautiful connections between this fundamental problem of statistical mechanics and the theory of random matrices, namely the fluctuations of the largest eigenvalue of certain ensembles of random matrices. This text not only covers this topic in detail but also presents more recent developments that have emerged from these discoveries, for instance in the context of low dimensional heat transport (on the physics side) or integrable probability (on the mathematical side).",

author = "Gr{\'e}gory Schehr and Alexander Altland and Fyodorov, {Yan V.} and Neil O'Connell and Cugliandolo, {Leticia F.}",

year = "2018",

month = jan,

day = "18",

doi = "10.1093/oso/9780198797319",

language = "English",

isbn = "9780198797319",

volume = "104",

publisher = "Oxford University Press",

}

TY - BOOK

T1 - Stochastic processes and random matrices

T2 - Lecture notes of the Les Houches summer school

AU - Schehr, Grégory

AU - Altland, Alexander

AU - Fyodorov, Yan V.

AU - O'Connell, Neil

AU - Cugliandolo, Leticia F.

PY - 2018/1/18

Y1 - 2018/1/18

N2 - The field of stochastic processes and Random Matrix Theory (RMT) has been a rapidly evolving subject during the last fifteen years. The continuous development and discovery of new tools, connections and ideas have led to an avalanche of new results. These breakthroughs have been made possible thanks, to a large extent, to the recent development of various new techniques in RMT. Matrix models have been playing an important role in theoretical physics for a long time and they are currently also a very active domain of research in mathematics. An emblematic example of these recent advances concerns the theory of growth phenomena in the Kardar-Parisi-Zhang (KPZ) universality class where the joint efforts of physicists and mathematicians during the last twenty years have unveiled the beautiful connections between this fundamental problem of statistical mechanics and the theory of random matrices, namely the fluctuations of the largest eigenvalue of certain ensembles of random matrices. This text not only covers this topic in detail but also presents more recent developments that have emerged from these discoveries, for instance in the context of low dimensional heat transport (on the physics side) or integrable probability (on the mathematical side).

AB - The field of stochastic processes and Random Matrix Theory (RMT) has been a rapidly evolving subject during the last fifteen years. The continuous development and discovery of new tools, connections and ideas have led to an avalanche of new results. These breakthroughs have been made possible thanks, to a large extent, to the recent development of various new techniques in RMT. Matrix models have been playing an important role in theoretical physics for a long time and they are currently also a very active domain of research in mathematics. An emblematic example of these recent advances concerns the theory of growth phenomena in the Kardar-Parisi-Zhang (KPZ) universality class where the joint efforts of physicists and mathematicians during the last twenty years have unveiled the beautiful connections between this fundamental problem of statistical mechanics and the theory of random matrices, namely the fluctuations of the largest eigenvalue of certain ensembles of random matrices. This text not only covers this topic in detail but also presents more recent developments that have emerged from these discoveries, for instance in the context of low dimensional heat transport (on the physics side) or integrable probability (on the mathematical side).

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U2 - 10.1093/oso/9780198797319

DO - 10.1093/oso/9780198797319

M3 - Book

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SN - 9780198797319

VL - 104

BT - Stochastic processes and random matrices

PB - Oxford University Press

ER -

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