Random Matrices And Iterated Random Functions
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Random Matrices And Iterated Random Functions
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Author : Gerold Alsmeyer
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-08-28
Random Matrices And Iterated Random Functions written by Gerold Alsmeyer and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-08-28 with Mathematics categories.
Random Matrices are one of the major research areas in modern probability theory, due to their prominence in many different fields such as nuclear physics, statistics, telecommunication, free probability, non-commutative geometry, and dynamical systems. A great deal of recent work has focused on the study of spectra of large random matrices on the one hand and on iterated random functions, especially random difference equations, on the other. However, the methods applied in these two research areas are fairly dissimilar. Motivated by the idea that tools from one area could potentially also be helpful in the other, the volume editors have selected contributions that present results and methods from random matrix theory as well as from the theory of iterated random functions. This work resulted from a workshop that was held in Münster, Germany in 2011. The aim of the workshop was to bring together researchers from two fields of probability theory: random matrix theory and the theory of iterated random functions. Random matrices play fundamental, yet very different roles in the two fields. Accordingly, leading figures and young researchers gave talks on their field of interest that were also accessible to a broad audience.
Random Matrices And Iterated Random Functions
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Author : Gerold Alsmeyer
language : en
Publisher:
Release Date : 2013-09-30
Random Matrices And Iterated Random Functions written by Gerold Alsmeyer and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-09-30 with categories.
Introduction To Random Matrices
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Author : Giacomo Livan
language : en
Publisher: Springer
Release Date : 2018-01-16
Introduction To Random Matrices written by Giacomo Livan and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-01-16 with Science categories.
Modern developments of Random Matrix Theory as well as pedagogical approaches to the standard core of the discipline are surprisingly hard to find in a well-organized, readable and user-friendly fashion. This slim and agile book, written in a pedagogical and hands-on style, without sacrificing formal rigor fills this gap. It brings Ph.D. students in Physics, as well as more senior practitioners, through the standard tools and results on random matrices, with an eye on most recent developments that are not usually covered in introductory texts. The focus is mainly on random matrices with real spectrum.The main guiding threads throughout the book are the Gaussian Ensembles. In particular, Wigner’s semicircle law is derived multiple times to illustrate several techniques (e.g., Coulomb gas approach, replica theory).Most chapters are accompanied by Matlab codes (stored in an online repository) to guide readers through the numerical check of most analytical results.
Random Matrix Models And Their Applications
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Author : Pavel Bleher
language : en
Publisher: Cambridge University Press
Release Date : 2001-06-04
Random Matrix Models And Their Applications written by Pavel Bleher and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-06-04 with Mathematics categories.
Expository articles on random matrix theory emphasizing the exchange of ideas between the physical and mathematical communities.
Random Matrices And Their Applications
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Author : Joel E. Cohen
language : en
Publisher: American Mathematical Soc.
Release Date : 1986
Random Matrices And Their Applications written by Joel E. Cohen and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 1986 with Mathematics categories.
Features twenty-six expository papers on random matrices and products of random matrices. This work reflects both theoretical and applied concerns in fields as diverse as computer science, probability theory, mathematical physics, and population biology.
Random Matrices
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Author : Alexei Borodin
language : en
Publisher: American Mathematical Soc.
Release Date : 2019-10-30
Random Matrices written by Alexei Borodin and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-10-30 with Education categories.
Random matrix theory has many roots and many branches in mathematics, statistics, physics, computer science, data science, numerical analysis, biology, ecology, engineering, and operations research. This book provides a snippet of this vast domain of study, with a particular focus on the notations of universality and integrability. Universality shows that many systems behave the same way in their large scale limit, while integrability provides a route to describe the nature of those universal limits. Many of the ten contributed chapters address these themes, while others touch on applications of tools and results from random matrix theory. This book is appropriate for graduate students and researchers interested in learning techniques and results in random matrix theory from different perspectives and viewpoints. It also captures a moment in the evolution of the theory, when the previous decade brought major break-throughs, prompting exciting new directions of research.
Random Matrices Random Processes And Integrable Systems
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Author : John Harnad
language : en
Publisher: Springer Science & Business Media
Release Date : 2011-05-06
Random Matrices Random Processes And Integrable Systems written by John Harnad and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-05-06 with Science categories.
This book explores the remarkable connections between two domains that, a priori, seem unrelated: Random matrices (together with associated random processes) and integrable systems. The relations between random matrix models and the theory of classical integrable systems have long been studied. These appear mainly in the deformation theory, when parameters characterizing the measures or the domain of localization of the eigenvalues are varied. The resulting differential equations determining the partition function and correlation functions are, remarkably, of the same type as certain equations appearing in the theory of integrable systems. They may be analyzed effectively through methods based upon the Riemann-Hilbert problem of analytic function theory and by related approaches to the study of nonlinear asymptotics in the large N limit. Associated with studies of matrix models are certain stochastic processes, the "Dyson processes", and their continuum diffusion limits, which govern the spectrum in random matrix ensembles, and may also be studied by related methods. Random Matrices, Random Processes and Integrable Systems provides an in-depth examination of random matrices with applications over a vast variety of domains, including multivariate statistics, random growth models, and many others. Leaders in the field apply the theory of integrable systems to the solution of fundamental problems in random systems and processes using an interdisciplinary approach that sheds new light on a dynamic topic of current research.
Large Random Matrices Lectures On Macroscopic Asymptotics
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Author : Alice Guionnet
language : en
Publisher: Springer
Release Date : 2009-04-20
Large Random Matrices Lectures On Macroscopic Asymptotics written by Alice Guionnet and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-04-20 with Mathematics categories.
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.
Combinatorics And Random Matrix Theory
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Author : Jinho Baik
language : en
Publisher: American Mathematical Soc.
Release Date : 2016-06-22
Combinatorics And Random Matrix Theory written by Jinho Baik and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-06-22 with Combinatorial analysis categories.
Over the last fifteen years a variety of problems in combinatorics have been solved in terms of random matrix theory. More precisely, the situation is as follows: the problems at hand are probabilistic in nature and, in an appropriate scaling limit, it turns out that certain key quantities associated with these problems behave statistically like the eigenvalues of a (large) random matrix. Said differently, random matrix theory provides a “stochastic special function theory” for a broad and growing class of problems in combinatorics. The goal of this book is to analyze in detail two key examples of this phenomenon, viz., Ulam's problem for increasing subsequences of random permutations and domino tilings of the Aztec diamond. Other examples are also described along the way, but in less detail. Techniques from many different areas in mathematics are needed to analyze these problems. These areas include combinatorics, probability theory, functional analysis, complex analysis, and the theory of integrable systems. The book is self-contained, and along the way we develop enough of the theory we need from each area that a general reader with, say, two or three years experience in graduate school can learn the subject directly from the text.
Probability Measures On Semigroups Convolution Products Random Walks And Random Matrices
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Author : Göran Högnäs
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-09
Probability Measures On Semigroups Convolution Products Random Walks And Random Matrices written by Göran Högnäs and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-09 with Mathematics categories.
A Scientific American article on chaos, see Crutchfield et al. (1986), illus trates a very persuasive example of recurrence. A painting of Henri Poincare, or rather a digitized version of it, is stretched and cut to produce a mildly distorted image of Poincare. The same procedure is applied to the distorted image and the process is repeated over and over again on the successively more and more blurred images. After a dozen repetitions nothing seems to be left of the original portrait. Miraculously, structured images appear briefly as we continue to apply the distortion procedure to successive images. After 241 iterations the original picture reappears, unchanged! Apparently the pixels of the Poincare portrait were moving about in accor dance with a strictly deterministic rule. More importantly, the set of all pixels, the whole portrait, was transformed by the distortion mechanism. In this exam ple the transformation seems to have been a reversible one since the original was faithfully recreated. It is not very farfetched to introduce a certain amount of randomness and irreversibility in the above example. Think of a random miscoloring of some pixels or of inadvertently giving a pixel the color of its neighbor. The methods in this book are geared towards being applicable to the asymp totics of such transformation processes. The transformations form a semigroup in a natural way; we want to investigate the long-term behavior of random elements of this semigroup.