Random matrix theory is a wide and growing field with a variety of concepts, results, and techniques and a vast range of applications in mathematics and the related sciences. The book, written by well-known experts, offers beginners a fairly balanced collection of basic facts and methods (Part 1 on
Eigenvalue Distribution of Large Random Matrices
✍ Scribed by Leonid Pastur, Mariya Shcherbina
- Publisher
- American Mathematical Society
- Year
- 2011
- Tongue
- English
- Leaves
- 650
- Series
- Mathematical Surveys and Monographs
- Category
- Library
No coin nor oath required. For personal study only.
✦ Synopsis
Random matrix theory is a wide and growing field with a variety of concepts, results, and techniques and a vast range of applications in mathematics and the related sciences. The book, written by well-known experts, offers beginners a fairly balanced collection of basic facts and methods (Part 1 on classical ensembles) and presents experts with an exposition of recent advances in the subject (Parts 2 and 3 on invariant ensembles and ensembles with independent entries). The text includes many of the authors' results and methods on several main aspects of the theory, thus allowing them to present a unique and personal perspective on the subject and to cover many topics using a unified approach essentially based on the Stieltjes transform and orthogonal polynomials. The exposition is supplemented by numerous comments, remarks, and problems. This results in a book that presents a detailed and self-contained treatment of the basic random matrix ensembles and asymptotic regimes. This book will be an important reference for researchers in a variety of areas of mathematics and mathematical physics. Various chapters of the book can be used for graduate courses; the main prerequisite is a basic knowledge of calculus, linear algebra, and probability theory.
✦ Subjects
Математика;Линейная алгебра и аналитическая геометрия;Линейная алгебра;Матрицы и определители;
📜 SIMILAR VOLUMES
The main topic of this book is the deep relation between the spacings between zeros of zeta and $L$-functions and spacings between eigenvalues of random elements of large compact classical groups. This relation, the Montgomery-Odlyzko law, is shown to hold for wide classes of zeta and $L$-functions
The main topic of this book is the deep relation between the spacings between zeros of zeta and L-functions and spacings between eigenvalues of random elements of large compact classical groups. This relation, the Montgomery-Odlyzko law, is shown to hold for wide classes of zeta and L-functions over
<p><P>The aim of the book is to introduce basic concepts, main results, and widely applied mathematical tools in the spectral analysis of large dimensional random matrices. The core of the book focuses on results established under moment conditions on random variables using probabilistic methods, an