Random Matrices: High Dimensional Phenomena

Informationen zum Autor Gordon Blower is currently Head of the Department of Mathematics and Statistics at Lancaster University, and Professor of Mathematical Analysis. Klappentext An introduction to the behaviour of random matrices. Suitable for postgraduate students and non-experts. An introduction to the behaviour of random matrices. Suitable for postgraduate students and non-experts. Inhaltsverzeichnis 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.

Dettagli sul prodotto

• Autori: Gordon Blower
• Editore: Cambridge University Press Academic
• Lingue: Inglese
• Formato: Tascabile
• Pubblicazione: 30.09.2009
• EAN: 9780521133128
• ISBN: 978-0-521-13312-8
• Dimensioni: 154 mm x 229 mm x 24 mm
• Serie: London Mathematical Society Le; London Mathematical Society Le
• Categoria: Scienze naturali, medicina, informatica, tecnica > Matematica > Teoria delle probabilità, stocastica, statistica matematica