Format:
1 Online-Ressource (xiv, 492 Seiten)
ISBN:
9780511801334
,
9780511784088
Series Statement:
Cambridge studies in advanced mathematics 118
Content:
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.
Content:
Real and complex Wigner matrices -- Hermite polynomials, spacings and limit distributions for the Gaussian ensembles -- Some generalities -- Free probability -- Appendices
Note:
Title from publisher's bibliographic system (viewed on 05 Oct 2015)
Additional Edition:
ISBN 9780521194525
Additional Edition:
ISBN 9781107471580
Additional Edition:
Erscheint auch als Druck-Ausgabe Anderson, Greg W. An introduction to random matrices Cambridge : Cambridge University Press, 2010 ISBN 0521194520
Additional Edition:
ISBN 9780521194525
Language:
English
Subjects:
Mathematics
Keywords:
Stochastische Matrix
;
Lehrbuch
DOI:
10.1017/CBO9780511801334
Author information:
Guionnet, Alice
Author information:
Zaitûnî, ʿOfer
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