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Random matrices : high dimensional phenomena

Author: G Blower
Publisher: Cambridge ; New York : Cambridge University Press, ©2009.
Series: London Mathematical Society lecture note series, 367.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:

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

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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: G Blower
ISBN: 9780521133128 0521133122
OCLC Number: 401146699
Description: x, 437 pages ; 23 cm.
Contents: Metric measure spaces --
Lie groups and matrix ensembles --
Entropy and concentration of measure --
Free entropy and equilibrium --
Convergence to equilibrium --
Gradient flows and functional inequalities --
Young tableaux --
Random point fields and random matrices --
Integrable operators and differential equations --
Fluctuations and the Tracy-Widom distribution --
Limit groups and Gaussian measures --
Hermite polynomials --
From the Ornstein-Uhlenbeck process to the Burgers equation --
Noncommutative probability spaces.
Series Title: London Mathematical Society lecture note series, 367.
Responsibility: Gordon Blower.
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"The book under review is somewhat special in that it is not so much an introduction to the standard models and topics of random matrix theory, but rather to a set of functional analytic issues that Read more...

 
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