Large Random Matrices: Lectures on Macroscopic Asymptotics (Record no. 31127)
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000 -LEADER | |
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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. |
336 ## - | |
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337 ## - | |
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-- | rdamedia |
338 ## - | |
-- | online resource |
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347 ## - | |
-- | text file |
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830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
-- | 0075-8434 ; |
Withdrawn status | Lost status | Damaged status | Not for loan | Current library | Accession Number | Uniform Resource Identifier | Koha item type |
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IMSc Library | EBK1833 | http://dx.doi.org/10.1007/978-3-540-69897-5 | E-BOOKS |