An Introduction to Random Matrices | Buch

Cover: 9780521194525 | An Introduction to Random Matrices | Alice Guionnet (u. a.) | Buch

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Sprache: Englisch

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Beschreibung

The theory of random matrices plays an important role in many areas of pure mathematics and employs a variety of sophisticated mathematical tools (analytical, probabilistic and combinatorial). This diverse array of tools, while attesting to the vitality of the field, presents several formidable obstacles to the newcomer, and even the expert probabilist. This rigorous introduction to the basic theory is sufficiently self-contained to be accessible to graduate students in mathematics or related sciences, who have mastered probability theory at the graduate level, but have not necessarily been exposed to advanced notions of functional analysis, algebra or geometry. Useful background material is collected in the appendices and exercises are also included throughout to test the reader's understanding. Enumerative techniques, stochastic analysis, large deviations, concentration inequalities, disintegration and Lie algebras all are introduced in the text, which will enable readers to approach the research literature with confidence.

Über den Autor

Greg W. Anderson is Professor in the School of Mathematics at the University of Minnesota.

Inhaltsverzeichnis

Preface; 1. Introduction; 2. Real and complex Wigner matrices; 3. Hermite polynomials, spacings, and limit distributions for the Gaussian ensembles; 4. Some generalities; 5. Free probability; Appendices; Bibliography; General conventions; Glossary; Index.

Details

Erscheinungsjahr:	2016
Fachbereich:	Arithmetik & Algebra
Genre:	Importe , Mathematik
Rubrik:	Naturwissenschaften & Technik
Medium:	Buch
Inhalt:	Gebunden
ISBN-13:	9780521194525
ISBN-10:	0521194520
Sprache:	Englisch
Einband:	Gebunden
Autor:	Guionnet, Alice Zeitouni, Ofer Anderson, Greg W.
Hersteller:	Cambridge University Press
Verantwortliche Person für die EU:	Libri GmbH, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de
Maße:	235 x 157 x 34 mm
Von/Mit:	Alice Guionnet (u. a.)
Erscheinungsdatum:	03.05.2016
Gewicht:	0,968 kg