Riemann Matrices

This book explores the remarkable connections between two domains that, a priori, seem unrelated: Random matrices (together with associated random processes) and integrable systems. The relations between random matrix models and the theory of classical integrable systems have long been studied. These appear mainly in the deformation theory, when parameters characterizing the measures or the domain of localization of the eigenvalues are varied. The resulting differential equations determining the partition function and correlation functions are, remarkably, of the same type as certain equations appearing in the theory of integrable systems. They may be analyzed effectively through methods based upon the Riemann-Hilbert problem of analytic function theory and by related approaches to the study of nonlinear asymptotics in the large N limit. Associated with studies of matrix models are certain stochastic processes, the "Dyson processes", and their continuum diffusion limits, which govern the spectrum in random matrix ensembles, and may also be studied by related methods.

These algebras determine, by the Sliedderburn Theorem. the semi-simple finite dimensional algebras over a field. They lead to the definition of the Brauer group and to certain geometric objects, the Brauer-Severi varieties. Sie shall be interested in these algebras which have an involution. Algebras with involution arose first in the study of the so-called .'multiplication algebras of Riemann matrices". Albert undertook their study at the behest of Lefschetz. He solved the problem of determining these algebras. The problem has an algebraic part and an arithmetic part which can be solved only by determining the finite dimensional simple algebras over an algebraic number field. We are not going to consider the arithmetic part but will be interested only in the algebraic part. In Albert's classical book (1939). both parts are treated. A quick survey of our Table of Contents will indicate the scope of the present volume. The largest part of our book is the fifth chapter which deals with invo- torial rimple algebras of finite dimension over a field. Of particular interest are the Jordan algebras determined by these algebras with involution. Their structure is determined and two important concepts of these algebras with involution are the universal enveloping algebras and the reduced norm. Of great importance is the concept of isotopy. There are numerous applications of these concepts, some of which are quite old.

This collection covers all fields of mathematics, a must-have for the aspiring maths students and scholars alike.

Advanced undergraduates and graduate students in the natural sciences receive a solid foundation in several fields of mathematics with this text. Topics include vector spaces and matrices; orthogonal functions; polynomial equations; asymptotic expansions; ordinary differential equations; conformal mapping; and extremum problems. Includes exercises and solutions.