Large Random Matrices: Lectures on Macroscopic Asymptotics

Alice Guionnet

ISBN 10: 3540698965 / ISBN 13: 9783540698968

Published by Springer Berlin Heidelberg, Springer Berlin Heidelberg Mär 2009, 2009

About this Item

Neuware -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.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 316 pp. Englisch.

Seller Inventory # 9783540698968

Bibliographic Details

• Title: Large Random Matrices: Lectures on Macroscopic Asymptotics
• Publisher: Springer Berlin Heidelberg, Springer Berlin Heidelberg Mär 2009
• Publication Date: 2009
• Language: English
• ISBN 10: 3540698965
• ISBN 13: 9783540698968
• Binding: Taschenbuch
• Condition: Neu

About this title

Synopsis

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.