Introduction to Random Matrices

Informationen zum Autor Greg W. Anderson is Professor in the School of Mathematics at the University of Minnesota. Klappentext A rigorous introduction to the basic theory of random matrices designed for graduate students with a background in probability theory. Zusammenfassung The theory of random matrices plays an important role in many areas of pure mathematics. This rigorous introduction is specifically designed for graduate students in mathematics or related sciences! who have a background in probability theory but have not been exposed to advanced notions of functional analysis! algebra or geometry. 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.

Dettagli sul prodotto

• Autori: Greg W. Anderson, Greg W. (University of Minnesota) Anderson, Greg W. Guionnet Anderson, Alice Guionnet, Alice (Ecole Normale Superieure Guionnet, Ofer Zeitouni, Ofer (Weizmann Institute/University of Minnesota) Zeitouni
• Editore: Cambridge University Press Academic
• Lingue: Inglese
• Formato: Copertina rigida
• Pubblicazione: 19.11.2009
• EAN: 9780521194525
• ISBN: 978-0-521-19452-5
• Dimensioni: 158 mm x 233 mm x 25 mm
• Serie: Cambridge Studies in Advanced Mathematics
• Categorie: Libri scolastici > Didattica > Formazione professionale; Scienze naturali, medicina, informatica, tecnica > Matematica > Aritmetica, algebra