書誌事項

An introduction to random matrices

Greg W. Anderson, Alice Guionnet, Ofer Zeitouni

(Cambridge studies in advanced mathematics, 118)

Cambridge University Press, 2010

  • : hardback

大学図書館所蔵 件 / 全57件

この図書・雑誌をさがす

注記

Pagination of reprinted with corrections 2011: xiv, 491 p.

Includes bibliographical references (p. 465-480) and index

内容説明・目次

内容説明

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.

目次

  • Preface
  • 1. Introduction
  • 2. Real and complex Wigner matrices
  • 3. Hermite polynomials, spacings, and limit distributions for the Gaussian ensembles
  • 4. Some generalities
  • 5. Free probability
  • Appendices
  • Bibliography
  • General conventions
  • Glossary
  • Index.

「Nielsen BookData」 より

関連文献: 1件中  1-1を表示

詳細情報

  • NII書誌ID(NCID)
    BB00298774
  • ISBN
    • 9780521194525
  • 出版国コード
    uk
  • タイトル言語コード
    eng
  • 本文言語コード
    eng
  • 出版地
    Cambridge
  • ページ数/冊数
    xiv, 492 p.
  • 大きさ
    24 cm
  • 分類
  • 件名
  • 親書誌ID
ページトップへ

AltStyle によって変換されたページ (->オリジナル) /