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Leonid Pastur Mariy Eigenvalue Distribution of Large Ran (Hardback) (UK IMPORT)

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Specificaties

Objectstaat
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Book Title
Eigenvalue Distribution of Large Random Matrices
Publication Name
Eigenvalue Distribution of Large Random Matrices
Title
Eigenvalue Distribution of Large Random Matrices
Author
Mariya Shcherbina, Leonid Pastur
Format
Hardcover
EAN
9780821852859
ISBN
9780821852859
Publisher
American Mathematical Society
Genre
Science Nature & Math
Release Date
30/07/2011
Release Year
2011
Language
English
Country/Region of Manufacture
US
Item Weight
1300g
Series
Mathematical Surveys and Monographs
Publication Year
2011
Type
Textbook
Number of Pages
634 Pages

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Product Information

Random matrix theory is a wide and growing field with a variety of concepts, results, and techniques and a vast range of applications in mathematics and the related sciences. The book, written by well-known experts, offers beginners a fairly balanced collection of basic facts and methods (Part 1 on classical ensembles) and presents experts with an exposition of recent advances in the subject (Parts 2 and 3 on invariant ensembles and ensembles with independent entries). The text includes many of the authors' results and methods on several main aspects of the theory, thus allowing them to present a unique and personal perspective on the subject and to cover many topics using a unified approach essentially based on the Stieltjes transform and orthogonal polynomials. The exposition is supplemented by numerous comments, remarks, and problems. This results in a book that presents a detailed and self-contained treatment of the basic random matrix ensembles and asymptotic regimes. This book will be an important reference for researchers in a variety of areas of mathematics and mathematical physics. Various chapters of the book can be used for graduate courses; the main prerequisite is a basic knowledge of calculus, linear algebra, and probability theory.

Product Identifiers

Publisher
American Mathematical Society
ISBN-10
082185285x
ISBN-13
9780821852859
eBay Product ID (ePID)
23038852795

Product Key Features

Author
Mariya Shcherbina, Leonid Pastur
Publication Name
Eigenvalue Distribution of Large Random Matrices
Format
Hardcover
Language
English
Publication Year
2011
Series
Mathematical Surveys and Monographs
Type
Textbook
Number of Pages
634 Pages

Additional Product Features

Series Volume Number
171
Lc Classification Number
Qa273.6.P367 2010
Table of Content
Introduction; Classical ensembles: Gaussian Ensembles: Semicircle law; Gaussian Ensembles: Central Limit Theorem for linear eigenvalue statistics; Gaussian Ensembles: Joint eigenvalue distribution and related results; Gaussian Unitary Ensemble; Gaussian Orthogonal Ensemble; Wishart and Laguerre Ensembles; Classical compact groups ensembles: Global regime; Classical compact groups ensembles: Local regime; Law of addition of random matrices; Matrix Models: Matrix Models: Global regime; Bulk universality for hermitian Matrix Models; Universality for special points of hermitian Matrix Models; Jacobi matrices and limiting laws for linear eigenvalue statistics; Universality for real symmetric Matrix Models; Unitary Matrix Models; Ensembles with independent and weakly dependent entries: Matrices with Gaussian correlated entries; Wigner Ensembles; Sample covariance and related matrices; Bibliography; Index.
Copyright Date
2010
Target Audience
Scholarly & Professional
Topic
Probability & Statistics / General, Matrices
Lccn
2010-047315
Genre
Mathematics

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