Toda Lattice and Universality for the Computation of the Eigenvalues of a Random Matrix

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ISBN: 9781009664356

Published: November 30, 2025

Publisher: Cambridge University Press

Pub. Country: United Kingdom

Format: Paperback / softback

Pages: 171

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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.

Illustrator: Worked examples or Exercises

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Books in English

Deift, Percy