Random Matrices
High Dimensional Phenomena
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ISBN-13:
9780521133128
Veröffentl:
2009
Einband:
Paperback
Erscheinungsdatum:
08.10.2009
Seiten:
448
Autor:
Gordon Blower
Gewicht:
722 g
Format:
229x152x26 mm
Sprache:
Englisch
Beschreibung:
An introduction to the behaviour of random matrices. Suitable for postgraduate students and non-experts.
Introduction; 1. Metric Measure spaces; 2. Lie groups and matrix ensembles; 3. Entropy and concentration of measure; 4. Free entropy and equilibrium; 5. Convergence to equilibrium; 6. Gradient ows and functional inequalities; 7. Young tableaux; 8. Random point fields and random matrices; 9. Integrable operators and differential equations; 10. Fluctuations and the Tracy-Widom distribution; 11. Limit groups and Gaussian measures; 12. Hermite polynomials; 13. From the Ornstein-Uhlenbeck process to Burger's equation; 14. Noncommutative probability spaces; References; Index.
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