Large Random Matrices: Lectures on Macroscopic Asymptotics: École d'Été de Probabilités de Saint-Flour XXXVI – 2006 (Lecture Notes in Mathematics, 1957) - Softcover

Guionnet, Alice

Softcover

ISBN 10: 3540698965 ISBN 13: 9783540698968

Publisher: Springer, 2009

Synopsis

These lectures emphasize the relation between the problem of enumerating complicated graphs and the related large deviations questions. Such questions are closely related with the asymptotic distribution of matrices.

About this title

From the Back Cover

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.

Review

From the reviews: “This book is a set of lecture notes on eigenvalues of large random matrices. ... useful to all mathematicians and statisticians who are interested in Wigner matrices. ... In summary, the book is very much worth perusal.” (Vladislav Kargin, Mathematical Reviews, Issue 2010 d)

Edition details

• Publisher: Springer
• Publication date: 2009
• ISBN 10: 3540698965
• ISBN 13: 9783540698968
• Binding: Paperback
• Language: English
• Number of pages: 306