Topics in random matrix theory:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Providence, Rhode Island
American Mathematical Society
[2012]
|
| Schriftenreihe: | Graduate studies in mathematics
132 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | X, 282 Seiten |
| ISBN: | 9780821874301 9781470474591 |
Internformat
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Datensatz im Suchindex
| _version_ | 1804149028452040704 |
|---|---|
| adam_text | Titel: Topics in random matrix theory
Autor: Tao, Terence
Jahr: 2012
Contents
Preface ix
Acknowledgments x
Chapter 1. Preparatory material 1
§1.1. A review of probability theory 2
§1.2. Stirling s formula 35
§1.3. Eigenvalues and sums of Hermitian matrices 39
Chapter 2. Random matrices 55
§2.1. Concentration of measure 56
§2.2. The central limit theorem 79
§2.3. The operator norm of random matrices 105
§2.4. The semicircular law 134
§2.5. Free probability 155
§2.6. Gaussian ensembles 182
§2.7. The least singular value 209
§2.8. The circular law 223
Chapter 3. Related articles 235
§3.1. Brownian motion and Dyson Brownian motion 236
§3.2. The Golden-Thompson inequality 252
§3.3. The Dyson and Airy kernels of GUE via semiclassical
analysis 259
§3.4. The mesoscopic structure of GUE eigenvalues 265
viii Contents
Bibliography 273
Index 279
|
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| author_facet | Tao, Terence 1975- |
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| author_sort | Tao, Terence 1975- |
| author_variant | t t tt |
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| classification_rvk | SK 820 |
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| ctrlnum | (OCoLC)794211205 (DE-599)GBV678625441 |
| discipline | Mathematik |
| format | Book |
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| indexdate | 2024-07-10T00:16:31Z |
| institution | BVB |
| isbn | 9780821874301 9781470474591 |
| language | English |
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| physical | X, 282 Seiten |
| publishDate | 2012 |
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| publisher | American Mathematical Society |
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| series | Graduate studies in mathematics |
| series2 | Graduate studies in mathematics |
| spelling | Tao, Terence 1975- Verfasser (DE-588)132190370 aut Topics in random matrix theory Terence Tao Providence, Rhode Island American Mathematical Society [2012] X, 282 Seiten txt rdacontent n rdamedia nc rdacarrier Graduate studies in mathematics 132 Stochastische Matrix (DE-588)4057624-3 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Matrizentheorie (DE-588)4128970-5 gnd rswk-swf Matrizentheorie (DE-588)4128970-5 s Stochastischer Prozess (DE-588)4057630-9 s Stochastische Matrix (DE-588)4057624-3 s DE-604 Erscheint auch als Online-Ausgabe 978-0-8218-8506-2 Graduate studies in mathematics 132 (DE-604)BV009739289 132 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024888294&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Tao, Terence 1975- Topics in random matrix theory Graduate studies in mathematics Stochastische Matrix (DE-588)4057624-3 gnd Stochastischer Prozess (DE-588)4057630-9 gnd Matrizentheorie (DE-588)4128970-5 gnd |
| subject_GND | (DE-588)4057624-3 (DE-588)4057630-9 (DE-588)4128970-5 |
| title | Topics in random matrix theory |
| title_auth | Topics in random matrix theory |
| title_exact_search | Topics in random matrix theory |
| title_full | Topics in random matrix theory Terence Tao |
| title_fullStr | Topics in random matrix theory Terence Tao |
| title_full_unstemmed | Topics in random matrix theory Terence Tao |
| title_short | Topics in random matrix theory |
| title_sort | topics in random matrix theory |
| topic | Stochastische Matrix (DE-588)4057624-3 gnd Stochastischer Prozess (DE-588)4057630-9 gnd Matrizentheorie (DE-588)4128970-5 gnd |
| topic_facet | Stochastische Matrix Stochastischer Prozess Matrizentheorie |
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