The Toda Lattice and Universality for the Computation of the Eigenvalues of a Random Matrix, 9781009664356
Paperback
Toda lattice unlocks random matrix eigenvalues, revealing computational universality.
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The Toda Lattice and Universality for the Computation of the Eigenvalues of a Random Matrix

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  • Paperback

    171 pages

  • Release Date

    30 November 2025

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Summary

The Toda Lattice: Unveiling Universality in Random Matrix Eigenvalues

Written by leaders in the field, this text showcases some of the remarkable properties of the finite Toda lattice and applies this theory to establish universality for the associated Toda eigenvalue algorithm for random Hermitian matrices. The authors expand on a 2019 course at the Courant Institute to provide a comprehensive introduction to the area, including previously unpublished results.

They begin wi…

Book Details

ISBN-13:9781009664356
ISBN-10:1009664352
Series:London Mathematical Society Lecture Note Series
Author:Percy Deift, Guillaume Dubach, Carlos Tomei, Thomas Trogdon
Publisher:Cambridge University Press
Imprint:Cambridge University Press
Format:Paperback
Number of Pages:171
Release Date:30 November 2025
Weight:0g
About The Author

Percy Deift

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.

Guillaume Dubach is Professeur Monge at École Polytechnique, Paris. He was awarded the 2019 Wilhelm Magnus Prize and the 2024 Shiing-Shen Chern Young Faculty Award.

Carlos Tomei is Professor in the Department of Mathematics at the Pontifical Catholic University of Rio de Janeiro (PUC-Rio). He is a member of the Brazilian Academy of Sciences and a SIAM Fellow.

Thomas Trogdon is Professor in the Department of Applied Mathematics at the University of Washington. He won the 2013 SIAM Richard C. DiPrima Prize, the 2017 SIAM Gábor Szegő Prize and earned an NSF CAREER award. He coauthored the book ‘Riemann-Hilbert Problems, Their Numerical Solution, and the Computation of Nonlinear Special Functions’ (2016) with Sheehan Olver.

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