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lgli/M_Mathematics/MV_Probability/Anderson G.W., Guionnet A., Zeitouni O. An introduction to random matrices (draft, CUP, 2009)(ISBN 9780521194525)(O)(510s)_MV_.pdf
An Introduction to Random Matrices (Cambridge Studies in Advanced Mathematics, Series Number 118) 🔍
Greg W. Anderson, Alice Guionnet, Ofer Zeitouni Cambridge University Press (Virtual Publishing), Cambridge Studies in Advanced Mathematics 118, draft, 2009
English [en] · PDF · 2.8MB · 2009 · 📘 Book (non-fiction) · 🚀/lgli/lgrs/nexusstc/zlib · Save
description
The Theory Of Random Matrices Plays An Important Role In Many Areas Of Pure Mathematics And Employs A Variety Of Sophisticated Mathematical Tools (analytical, Probabilistic And Combinatorial). This Diverse Array Of Tools, While Attesting To The Vitality Of The Field, Presents Several Formidable Obstacles To The Newcomer, And Even The Expert Probabilist. This Rigorous Introduction To The Basic Theory Is Sufficiently Self-contained To Be Accessible To Graduate Students In Mathematics Or Related Sciences, Who Have Mastered Probability Theory At The Graduate Level, But Have Not Necessarily Been Exposed To Advanced Notions Of Functional Analysis, Algebra Or Geometry. Useful Background Material Is Collected In The Appendices And Exercises Are Also Included Throughout To Test The Reader's Understanding. Enumerative Techniques, Stochastic Analysis, Large Deviations, Concentration Inequalities, Disintegration And Lie Algebras All Are Introduced In The Text, Which Will Enable Readers To Approach The Research Literature With Confidence. Greg W. Anderson, Alice Guionnet, Ofer Zeitouni. Includes Bibliographical References (p. 465-480) And Index.
Alternative filename
lgrsnf/M_Mathematics/MV_Probability/Anderson G.W., Guionnet A., Zeitouni O. An introduction to random matrices (draft, CUP, 2009)(ISBN 9780521194525)(O)(510s)_MV_.pdf
Alternative filename
nexusstc/An Introduction to Random Matrices/59c6079c33c1f5d0c60b5f2edce24e81.pdf
Alternative author
Anderson, Greg W.
Alternative publisher
Greenwich Medical Media Ltd
Alternative edition
Cambridge studies in advanced mathematics -- 118, Cambridge studies in advanced mathematics -- 118., New York, New York State, 2010
Alternative edition
Cambridge studies in advanced mathematics, 118, Cambridge, 2009
Alternative edition
Cambridge Studies in Advanced Mathematics, 118, Leiden, 2009
Alternative edition
Cambridge Studies in Advanced Mathematics 118, 1, 2009
Alternative edition
Cambridge University Press, New York, 2010
Alternative edition
United Kingdom and Ireland, United Kingdom
Alternative edition
Illustrated, 1, PS, 2009
Alternative edition
2011
metadata comments
Kolxo3 -- 2010
metadata comments
lg288313
metadata comments
{"edition":"1","isbns":["0511787804","0511801335","0521194520","1107471583","9780511787805","9780511801334","9780521194525","9781107471580"],"last_page":510,"publisher":"Cambridge University Press","series":"Cambridge Studies in Advanced Mathematics 118"}
metadata comments
Includes bibliographical references (p. 465-480) and index.
Alternative description
Title
......Page 3
Copyright
......Page 4
Contents
......Page 7
Preface
......Page 13
1
Introduction......Page 15
2
Real and complex Wigner matrices......Page 20
3 Hermite polynomials, spacings and limit
distributions for the Gaussian ensembles......Page 106
4
Some generalities......Page 203
5
Free probability......Page 340
Appendices......Page 433
References......Page 483
General conventions and notation......Page 499
Index......Page 502
Alternative description
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.
Alternative description
A rigorous introduction to the basic theory of random matrices designed for graduate students with a background in probability theory
date open sourced
2010-07-29
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