Random Matrix Theory of the Classical Compact Groups

Informationen zum Autor Elizabeth S. Meckes is Professor of Mathematics at Case Western Reserve University, Ohio. She is a mathematical probabilist specializing in random matrix theory and its applications to other areas of mathematics, physics and statistics. She received her Ph.D. at Stanford University in 2006 and received the American Institute of Mathematics five-year fellowship. She has also received funding from the Clay Institute of Mathematics, the Simons Foundation, and the US National Science Foundation. She is the author of twenty-two research papers in mathematics, as well as the textbook Linear Algebra (Cambridge, 2018), co-authored with Mark Meckes. Klappentext Provides a comprehensive introduction to the theory of random orthogonal, unitary, and symplectic matrices. Inhaltsverzeichnis 1. Haar measure on the classical compact matrix groups; 2. Distribution of the entries; 3. Eigenvalue distributions: exact formulas; 4. Eigenvalue distributions: asymptotics; 5. Concentration of measure; 6. Geometric applications of measure concentration; 7. Characteristic polynomials and the zeta function.

Product details

• Authors: Elizabeth S. Meckes, Elizabeth S. (Case Western Reserve Univers Meckes, Elizabeth S. (Case Western Reserve University Meckes
• Publisher: Cambridge University Press ELT
• Languages: English
• Product format: Hardback
• Released: 30.09.2019
• EAN: 9781108419529
• ISBN: 978-1-108-41952-9
• No. of pages: 224
• Series: Cambridge Tracts in Mathematics; Cambridge Tracts in Mathematic
• Subjects: Natural sciences, medicine, IT, technology > Mathematics > Probability theory, stochastic theory, mathematical statistics; MATHEMATICS / Probability & Statistics / General, Number Theory, Mathematical physics, Probability & statistics, Probability and statistics, Mathematical / Computational / Theoretical physics