The Resource Large Random Matrices: Lectures on Macroscopic Asymptotics : École d'Été de Probabilités de Saint-Flour XXXVI - 2006, by Alice Guionnet

Large Random Matrices: Lectures on Macroscopic Asymptotics : École d'Été de Probabilités de Saint-Flour XXXVI - 2006, by Alice Guionnet

Label
Large Random Matrices: Lectures on Macroscopic Asymptotics : École d'Été de Probabilités de Saint-Flour XXXVI - 2006
Title
Large Random Matrices: Lectures on Macroscopic Asymptotics
Title remainder
École d'Été de Probabilités de Saint-Flour XXXVI - 2006
Statement of responsibility
by Alice Guionnet
Creator
Contributor
Author
Provider
Subject
Language
eng
Summary
Random matrix theory has developed in the last few years, in connection with various fields of mathematics and physics. These notes emphasize the relation with the problem of enumerating complicated graphs, and the related large deviations questions. Such questions are also closely related with the asymptotic distribution of matrices, which is naturally defined in the context of free probability and operator algebra. The material of this volume is based on a series of nine lectures given at the Saint-Flour Probability Summer School 2006. Lectures were also given by Maury Bramson and Steffen Lauritzen
Member of
http://library.link/vocab/creatorName
Guionnet, Alice
Image bit depth
0
Literary form
non fiction
http://library.link/vocab/relatedWorkOrContributorName
SpringerLink
Series statement
  • Lecture Notes in Mathematics,
  • École d'Été de Probabilités de Saint-Flour,
Series volume
1957.
http://library.link/vocab/subjectName
  • Mathematics
  • Matrix theory
  • Functional analysis
  • Combinatorics
  • Distribution (Probability theory)
  • Mathematics
  • Combinatorics
  • Functional Analysis
  • Probability Theory and Stochastic Processes
  • Linear and Multilinear Algebras, Matrix Theory
Label
Large Random Matrices: Lectures on Macroscopic Asymptotics : École d'Été de Probabilités de Saint-Flour XXXVI - 2006, by Alice Guionnet
Instantiates
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Wigner matrices and moments estimates -- Wigner’s theorem -- Wigner's matrices; more moments estimates -- Words in several independent Wigner matrices -- Wigner matrices and concentration inequalities -- Concentration inequalities and logarithmic Sobolev inequalities -- Generalizations -- Concentration inequalities for random matrices -- Matrix models -- Maps and Gaussian calculus -- First-order expansion -- Second-order expansion for the free energy -- Eigenvalues of Gaussian Wigner matrices and large deviations -- Large deviations for the law of the spectral measure of Gaussian Wigner's matrices -- Large Deviations of the Maximum Eigenvalue -- Stochastic calculus -- Stochastic analysis for random matrices -- Large deviation principle for the law of the spectral measure of shifted Wigner matrices -- Asymptotics of Harish-Chandra-Itzykson-Zuber integrals and of Schur polynomials -- Asymptotics of some matrix integrals -- Free probability -- Free probability setting -- Freeness -- Free entropy -- Basics of matrices -- Basics of probability theory
Dimensions
unknown
File format
multiple file formats
Form of item
electronic
Isbn
9783540698975
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other control number
10.1007/978-3-540-69897-5
Other physical details
online resource.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(DE-He213)978-3-540-69897-5
Label
Large Random Matrices: Lectures on Macroscopic Asymptotics : École d'Été de Probabilités de Saint-Flour XXXVI - 2006, by Alice Guionnet
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Wigner matrices and moments estimates -- Wigner’s theorem -- Wigner's matrices; more moments estimates -- Words in several independent Wigner matrices -- Wigner matrices and concentration inequalities -- Concentration inequalities and logarithmic Sobolev inequalities -- Generalizations -- Concentration inequalities for random matrices -- Matrix models -- Maps and Gaussian calculus -- First-order expansion -- Second-order expansion for the free energy -- Eigenvalues of Gaussian Wigner matrices and large deviations -- Large deviations for the law of the spectral measure of Gaussian Wigner's matrices -- Large Deviations of the Maximum Eigenvalue -- Stochastic calculus -- Stochastic analysis for random matrices -- Large deviation principle for the law of the spectral measure of shifted Wigner matrices -- Asymptotics of Harish-Chandra-Itzykson-Zuber integrals and of Schur polynomials -- Asymptotics of some matrix integrals -- Free probability -- Free probability setting -- Freeness -- Free entropy -- Basics of matrices -- Basics of probability theory
Dimensions
unknown
File format
multiple file formats
Form of item
electronic
Isbn
9783540698975
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other control number
10.1007/978-3-540-69897-5
Other physical details
online resource.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(DE-He213)978-3-540-69897-5

Library Locations

  • African Studies LibraryBorrow it
    771 Commonwealth Avenue, 6th Floor, Boston, MA, 02215, US
    42.350723 -71.108227
  • Alumni Medical LibraryBorrow it
    72 East Concord Street, Boston, MA, 02118, US
    42.336388 -71.072393
  • Astronomy LibraryBorrow it
    725 Commonwealth Avenue, 6th Floor, Boston, MA, 02445, US
    42.350259 -71.105717
  • Fineman and Pappas Law LibrariesBorrow it
    765 Commonwealth Avenue, Boston, MA, 02215, US
    42.350979 -71.107023
  • Frederick S. Pardee Management LibraryBorrow it
    595 Commonwealth Avenue, Boston, MA, 02215, US
    42.349626 -71.099547
  • Howard Gotlieb Archival Research CenterBorrow it
    771 Commonwealth Avenue, 5th Floor, Boston, MA, 02215, US
    42.350723 -71.108227
  • Mugar Memorial LibraryBorrow it
    771 Commonwealth Avenue, Boston, MA, 02215, US
    42.350723 -71.108227
  • Music LibraryBorrow it
    771 Commonwealth Avenue, 2nd Floor, Boston, MA, 02215, US
    42.350723 -71.108227
  • Pikering Educational Resources LibraryBorrow it
    2 Silber Way, Boston, MA, 02215, US
    42.349804 -71.101425
  • School of Theology LibraryBorrow it
    745 Commonwealth Avenue, 2nd Floor, Boston, MA, 02215, US
    42.350494 -71.107235
  • Science & Engineering LibraryBorrow it
    38 Cummington Mall, Boston, MA, 02215, US
    42.348472 -71.102257
  • Stone Science LibraryBorrow it
    675 Commonwealth Avenue, Boston, MA, 02445, US
    42.350103 -71.103784
Processing Feedback ...