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Random Matrices: High Dimensional Phenomena

Gordon Blower
Publisher: 
Cambridge University Press
Publication Date: 
2009
Number of Pages: 
437
Format: 
Paperback
Series: 
London Mathematical Society Lecture Note Series 367
Price: 
60.00
ISBN: 
9780521133128
Category: 
Problem Book
We do not plan to review this book.

Introduction; 1. Metric Measure spaces; 2. Lie groups and matrix ensembles; 3. Entropy and concentration of measure; 4. Free entropy and equilibrium; 5. Convergence to equilibrium; 6. Gradient ows and functional inequalities; 7. Young tableaux; 8. Random point fields and random matrices; 9. Integrable operators and differential equations; 10. Fluctuations and the Tracy–Widom distribution; 11. Limit groups and Gaussian measures; 12. Hermite polynomials; 13. From the Ornstein–Uhlenbeck process to Burger's equation; 14. Noncommutative probability spaces; References; Index.

Dummy View - NOT TO BE DELETED