An introduction to random matrices:
The theory of random matrices plays an important role in many areas of pure mathematics and employs a variety of sophisticated mathematical tools (analytical, probabilistic and combinatorial). This diverse array of tools, while attesting to the vitality of the field, presents several formidable obst...
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1. Verfasser: | |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Cambridge
Cambridge University Press
2010
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Schriftenreihe: | Cambridge studies in advanced mathematics
118 |
Schlagworte: | |
Online-Zugang: | BSB01 FHN01 UBR01 Volltext |
Zusammenfassung: | The theory of random matrices plays an important role in many areas of pure mathematics and employs a variety of sophisticated mathematical tools (analytical, probabilistic and combinatorial). This diverse array of tools, while attesting to the vitality of the field, presents several formidable obstacles to the newcomer, and even the expert probabilist. This rigorous introduction to the basic theory is sufficiently self-contained to be accessible to graduate students in mathematics or related sciences, who have mastered probability theory at the graduate level, but have not necessarily been exposed to advanced notions of functional analysis, algebra or geometry. Useful background material is collected in the appendices and exercises are also included throughout to test the reader's understanding. Enumerative techniques, stochastic analysis, large deviations, concentration inequalities, disintegration and Lie algebras all are introduced in the text, which will enable readers to approach the research literature with confidence |
Beschreibung: | Title from publisher's bibliographic system (viewed on 05 Oct 2015) |
Beschreibung: | 1 online resource (xiv, 492 Seiten) |
ISBN: | 9780511801334 |
DOI: | 10.1017/CBO9780511801334 |
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520 | |a The theory of random matrices plays an important role in many areas of pure mathematics and employs a variety of sophisticated mathematical tools (analytical, probabilistic and combinatorial). This diverse array of tools, while attesting to the vitality of the field, presents several formidable obstacles to the newcomer, and even the expert probabilist. This rigorous introduction to the basic theory is sufficiently self-contained to be accessible to graduate students in mathematics or related sciences, who have mastered probability theory at the graduate level, but have not necessarily been exposed to advanced notions of functional analysis, algebra or geometry. Useful background material is collected in the appendices and exercises are also included throughout to test the reader's understanding. Enumerative techniques, stochastic analysis, large deviations, concentration inequalities, disintegration and Lie algebras all are introduced in the text, which will enable readers to approach the research literature with confidence | ||
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Datensatz im Suchindex
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any_adam_object | |
author | Anderson, Greg W. |
author_GND | (DE-588)138987599 (DE-588)137799268 |
author_facet | Anderson, Greg W. |
author_role | aut |
author_sort | Anderson, Greg W. |
author_variant | g w a gw gwa |
building | Verbundindex |
bvnumber | BV043940610 |
classification_rvk | SK 820 SK 800 |
collection | ZDB-20-CBO |
contents | Real and complex Wigner matrices -- Hermite polynomials, spacings and limit distributions for the Gaussian ensembles -- Some generalities -- Free probability -- Appendices |
ctrlnum | (ZDB-20-CBO)CR9780511801334 (OCoLC)967678727 (DE-599)BVBBV043940610 |
dewey-full | 512.9434 |
dewey-hundreds | 500 - Natural sciences and mathematics |
dewey-ones | 512 - Algebra |
dewey-raw | 512.9434 |
dewey-search | 512.9434 |
dewey-sort | 3512.9434 |
dewey-tens | 510 - Mathematics |
discipline | Mathematik |
doi_str_mv | 10.1017/CBO9780511801334 |
format | Electronic eBook |
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isbn | 9780511801334 |
language | English |
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publishDate | 2010 |
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spelling | Anderson, Greg W. Verfasser (DE-588)138987599 aut An introduction to random matrices Greg W. Anderson, Alice Guionnet, Ofer Zeitouni Cambridge Cambridge University Press 2010 1 online resource (xiv, 492 Seiten) txt rdacontent c rdamedia cr rdacarrier Cambridge studies in advanced mathematics 118 Title from publisher's bibliographic system (viewed on 05 Oct 2015) Real and complex Wigner matrices -- Hermite polynomials, spacings and limit distributions for the Gaussian ensembles -- Some generalities -- Free probability -- Appendices The theory of random matrices plays an important role in many areas of pure mathematics and employs a variety of sophisticated mathematical tools (analytical, probabilistic and combinatorial). This diverse array of tools, while attesting to the vitality of the field, presents several formidable obstacles to the newcomer, and even the expert probabilist. This rigorous introduction to the basic theory is sufficiently self-contained to be accessible to graduate students in mathematics or related sciences, who have mastered probability theory at the graduate level, but have not necessarily been exposed to advanced notions of functional analysis, algebra or geometry. Useful background material is collected in the appendices and exercises are also included throughout to test the reader's understanding. Enumerative techniques, stochastic analysis, large deviations, concentration inequalities, disintegration and Lie algebras all are introduced in the text, which will enable readers to approach the research literature with confidence Random matrices Stochastische Matrix (DE-588)4057624-3 gnd rswk-swf Stochastische Matrix (DE-588)4057624-3 s DE-604 Guionnet, Alice Sonstige (DE-588)137799268 oth Zeitouni, Ofer Sonstige oth Erscheint auch als Druck-Ausgabe 978-0-521-19452-5 Erscheint auch als Druck-Ausgabe 978-1-107-47158-0 https://doi.org/10.1017/CBO9780511801334 Verlag URL des Erstveröffentlichers Volltext |
spellingShingle | Anderson, Greg W. An introduction to random matrices Real and complex Wigner matrices -- Hermite polynomials, spacings and limit distributions for the Gaussian ensembles -- Some generalities -- Free probability -- Appendices Random matrices Stochastische Matrix (DE-588)4057624-3 gnd |
subject_GND | (DE-588)4057624-3 |
title | An introduction to random matrices |
title_auth | An introduction to random matrices |
title_exact_search | An introduction to random matrices |
title_full | An introduction to random matrices Greg W. Anderson, Alice Guionnet, Ofer Zeitouni |
title_fullStr | An introduction to random matrices Greg W. Anderson, Alice Guionnet, Ofer Zeitouni |
title_full_unstemmed | An introduction to random matrices Greg W. Anderson, Alice Guionnet, Ofer Zeitouni |
title_short | An introduction to random matrices |
title_sort | an introduction to random matrices |
topic | Random matrices Stochastische Matrix (DE-588)4057624-3 gnd |
topic_facet | Random matrices Stochastische Matrix |
url | https://doi.org/10.1017/CBO9780511801334 |
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