Large Random Matrices: Lectures on Macroscopic Asymptotics (Record no. 31127)

000 -LEADER
fixed length control field 03658nam a22005655i 4500
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9783540698975
-- 978-3-540-69897-5
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 511.1
100 1# - MAIN ENTRY--AUTHOR NAME
Personal name Guionnet, Alice.
245 10 - TITLE STATEMENT
Title Large Random Matrices: Lectures on Macroscopic Asymptotics
Sub Title École d'Été de Probabilités de Saint-Flour XXXVI ¿ 2006 /
Statement of responsibility, etc by Alice Guionnet.
260 #1 - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication Berlin, Heidelberg :
Name of publisher Springer Berlin Heidelberg :
-- Imprint: Springer,
Year of publication 2009.
300 ## - PHYSICAL DESCRIPTION
Other physical details online resource.
490 1# - SERIES STATEMENT
Series statement Lecture Notes in Mathematics,
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Wigner matrices and moments estimates -- Wigner’s theorem -- Wigner's matrices; more moments estimates -- Words in several independent Wigner matrices -- Wigner matrices and concentration inequalities -- Concentration inequalities and logarithmic Sobolev inequalities -- Generalizations -- Concentration inequalities for random matrices -- Matrix models -- Maps and Gaussian calculus -- First-order expansion -- Second-order expansion for the free energy -- Eigenvalues of Gaussian Wigner matrices and large deviations -- Large deviations for the law of the spectral measure of Gaussian Wigner's matrices -- Large Deviations of the Maximum Eigenvalue -- Stochastic calculus -- Stochastic analysis for random matrices -- Large deviation principle for the law of the spectral measure of shifted Wigner matrices -- Asymptotics of Harish-Chandra-Itzykson-Zuber integrals and of Schur polynomials -- Asymptotics of some matrix integrals -- Free probability -- Free probability setting -- Freeness -- Free entropy -- Basics of matrices -- Basics of probability theory.
520 ## - SUMMARY, ETC.
Summary, etc Random matrix theory has developed in the last few years, in connection with various fields of mathematics and physics. These notes emphasize the relation with the problem of enumerating complicated graphs, and the related large deviations questions. Such questions are also closely related with the asymptotic distribution of matrices, which is naturally defined in the context of free probability and operator algebra. The material of this volume is based on a series of nine lectures given at the Saint-Flour Probability Summer School 2006. Lectures were also given by Maury Bramson and Steffen Lauritzen.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Term Mathematics.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Term Algebra.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Term Matrix theory.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Term Functional analysis.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Term Combinatorics.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Term Distribution (Probability theory).
650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Term Mathematics.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Term Discrete Mathematics.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Term Probability Theory and Stochastic Processes.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Term Algebra.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Term Linear and Multilinear Algebras, Matrix Theory.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Term Functional Analysis.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Term Combinatorics.
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier http://dx.doi.org/10.1007/978-3-540-69897-5
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type E-BOOKS
264 #1 -
-- Berlin, Heidelberg :
-- Springer Berlin Heidelberg :
-- Imprint: Springer,
-- 2009.
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-- online resource
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830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
-- 0075-8434 ;
Holdings
Withdrawn status Lost status Damaged status Not for loan Current library Accession Number Uniform Resource Identifier Koha item type
        IMSc Library EBK1833 http://dx.doi.org/10.1007/978-3-540-69897-5 E-BOOKS
The Institute of Mathematical Sciences, Chennai, India

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