Andrea Crisanti & Giovanni Paladin 
Products of Random Matrices [PDF ebook] 
in Statistical Physics

At the present moment, after the success of the renormalization group in providing a conceptual framework for studying second-order phase tran- sitions, we have a nearly satisfactory understanding of the statistical me- chanics of classical systems with a non-random Hamiltonian. The situation is completely different if we consider the theory of systems with a random Hamiltonian or of chaotic dynamical systems. The two fields are connected; in fact, in the latter the effects of deterministic chaos can be modelled by an appropriate stochastic process. Although many interesting results have been obtained in recent years and much progress has been made, we still lack a satisfactory understanding of the extremely wide variety of phenomena which are present in these fields. The study of disordered or chaotic systems is the new frontier where new ideas and techniques are being developed. More interesting and deep results are expected to come in future years. The properties of random matrices and their products form a basic tool, whose importance cannot be underestimated. They playa role as important as Fourier transforms for differential equations. This book is extremely interesting as far as it presents a unified approach for the main results which have been obtained in the study of random ma- trices. It will become a reference book for people working in the subject. The book is written by physicists, uses the language of physics and I am sure that many physicists will read it with great pleasure.