Gordon Blower

Random Matrices

High Dimensional Phenomena

• Broschiertes Buch

Produktbeschreibung

An introduction to the behaviour of random matrices. Suitable for postgraduate students and non-experts.

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Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 448
• Erscheinungstermin: 8. Oktober 2009
• Englisch
• Abmessung: 229mm x 152mm x 26mm
• Gewicht: 722g
• ISBN-13: 9780521133128
• ISBN-10: 0521133122
• Artikelnr.: 26572012

Autorenporträt

Gordon Blower is currently Head of the Department of Mathematics and Statistics at Lancaster University, and Professor of Mathematical Analysis.

Inhaltsangabe

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.