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Random Matrices: High Dimensional Phenomena

Publisher: 
Cambridge University Press
Number of Pages: 
437
Price: 
60.00
ISBN: 
9780521133128
Date Received: 
Monday, November 23, 2009
Reviewable: 
No
Include In BLL Rating: 
No
Reviewer Email Address: 
Gordon Blower
Series: 
London Mathematical Society Lecture Note Series 367
Publication Date: 
2009
Format: 
Paperback
Category: 
Problem 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.

Publish Book: 
Modify Date: 
Monday, November 23, 2009

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