Random Matrices High Dimensional Phenomena

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Random Matrices High Dimensional Phenomena

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Author : Gordon Blower
language : en
Publisher: Cambridge University Press
Release Date : 2009-10-08

Random Matrices High Dimensional Phenomena written by Gordon Blower 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 2009-10-08 with Mathematics categories.

This book focuses on the behaviour of large random matrices. Standard results are covered, and the presentation emphasizes elementary operator theory and differential equations, so as to be accessible to graduate students and other non-experts. The introductory chapters review material on Lie groups and probability measures in a style suitable for applications in random matrix theory. Later chapters use modern convexity theory to establish subtle results about the convergence of eigenvalue distributions as the size of the matrices increases. Random matrices are viewed as geometrical objects with large dimension. The book analyzes the concentration of measure phenomenon, which describes how measures behave on geometrical objects with large dimension. To prove such results for random matrices, the book develops the modern theory of optimal transportation and proves the associated functional inequalities involving entropy and information. These include the logarithmic Sobolev inequality, which measures how fast some physical systems converge to equilibrium.

Random Matrices

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Author : Gordon Blower
language : en
Publisher:
Release Date : 2009

Random Matrices written by Gordon Blower and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with Random matrices categories.

This book focuses on the behaviour of large random matrices. Standard results are covered, and the presentation emphasizes elementary operator theory and differential equations, so as to be accessible to graduate students and other non-experts. The introductory chapters review material on Lie groups and probability measures in a style suitable for applications in random matrix theory. Later chapters use modern convexity theory to establish subtle results about the convergence of eigenvalue distributions as the size of the matrices increases. Random matrices are viewed as geometrical objects with large dimension. The book analyzes the concentration of measure phenomenon, which describes how measures behave on geometrical objects with large dimension. To prove such results for random matrices, the book develops the modern theory of optimal transportation and proves the associated functional inequalities involving entropy and information. These include the logarithmic Sobolev inequality, which measures how fast some physical systems converge to equilibrium.

Embedded Random Matrix Ensembles In Quantum Physics

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Author : V.K.B. Kota
language : en
Publisher: Springer
Release Date : 2014-07-08

Embedded Random Matrix Ensembles In Quantum Physics written by V.K.B. Kota and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-07-08 with Science categories.

Although used with increasing frequency in many branches of physics, random matrix ensembles are not always sufficiently specific to account for important features of the physical system at hand. One refinement which retains the basic stochastic approach but allows for such features consists in the use of embedded ensembles. The present text is an exhaustive introduction to and survey of this important field. Starting with an easy-to-read introduction to general random matrix theory, the text then develops the necessary concepts from the beginning, accompanying the reader to the frontiers of present-day research. With some notable exceptions, to date these ensembles have primarily been applied in nuclear spectroscopy. A characteristic example is the use of a random two-body interaction in the framework of the nuclear shell model. Yet, topics in atomic physics, mesoscopic physics, quantum information science and statistical mechanics of isolated finite quantum systems can also be addressed using these ensembles. This book addresses graduate students and researchers with an interest in applications of random matrix theory to the modeling of more complex physical systems and interactions, with applications such as statistical spectroscopy in mind.

A First Course In Random Matrix Theory

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Author : Marc Potters
language : en
Publisher: Cambridge University Press
Release Date : 2020-12-03

A First Course In Random Matrix Theory written by Marc Potters 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 2020-12-03 with Computers categories.

An intuitive, up-to-date introduction to random matrix theory and free calculus, with real world illustrations and Big Data applications.

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Author :
language : en
Publisher: World Scientific
Release Date :

written by and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on with categories.

A Dynamical Approach To Random Matrix Theory

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Author : László Erdős
language : en
Publisher: American Mathematical Soc.
Release Date : 2017-08-30

A Dynamical Approach To Random Matrix Theory written by László Erdős 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 2017-08-30 with Mathematics categories.

A co-publication of the AMS and the Courant Institute of Mathematical Sciences at New York University This book is a concise and self-contained introduction of recent techniques to prove local spectral universality for large random matrices. Random matrix theory is a fast expanding research area, and this book mainly focuses on the methods that the authors participated in developing over the past few years. Many other interesting topics are not included, and neither are several new developments within the framework of these methods. The authors have chosen instead to present key concepts that they believe are the core of these methods and should be relevant for future applications. They keep technicalities to a minimum to make the book accessible to graduate students. With this in mind, they include in this book the basic notions and tools for high-dimensional analysis, such as large deviation, entropy, Dirichlet form, and the logarithmic Sobolev inequality. This manuscript has been developed and continuously improved over the last five years. The authors have taught this material in several regular graduate courses at Harvard, Munich, and Vienna, in addition to various summer schools and short courses. Titles in this series are co-published with the Courant Institute of Mathematical Sciences at New York University.

Automorphic Forms And Galois Representations

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Author : Fred Diamond
language : en
Publisher: Cambridge University Press
Release Date : 2014-10-16

Automorphic Forms And Galois Representations written by Fred Diamond 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 2014-10-16 with Mathematics categories.

Part one of a two-volume collection exploring recent developments in number theory related to automorphic forms and Galois representations.

Recent Advances In Algebraic Geometry

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Author : Christopher D. Hacon
language : en
Publisher: Cambridge University Press
Release Date : 2015-01-15

Recent Advances In Algebraic Geometry written by Christopher D. Hacon 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 2015-01-15 with Mathematics categories.

A comprehensive collection of expository articles on cutting-edge topics at the forefront of research in algebraic geometry.

Operator Methods For Boundary Value Problems

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Author : Seppo Hassi
language : en
Publisher: Cambridge University Press
Release Date : 2012-10-11

Operator Methods For Boundary Value Problems written by Seppo Hassi 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 2012-10-11 with Mathematics categories.

Presented in this volume are a number of new results concerning the extension theory and spectral theory of unbounded operators using the recent notions of boundary triplets and boundary relations. This approach relies on linear single-valued and multi-valued maps, isometric in a Krein space sense, and offers a basic framework for recent developments in system theory. Central to the theory are analytic tools such as Weyl functions, including Titchmarsh-Weyl m-functions and Dirichlet-to-Neumann maps. A wide range of topics is considered in this context from the abstract to the applied, including boundary value problems for ordinary and partial differential equations; infinite-dimensional perturbations; local point-interactions; boundary and passive control state/signal systems; extension theory of accretive, sectorial and symmetric operators; and Calkin's abstract boundary conditions. This accessible treatment of recent developments, written by leading researchers, will appeal to a broad range of researchers, students and professionals.

Reversibility In Dynamics And Group Theory

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Author : Anthony G. O'Farrell
language : en
Publisher: Cambridge University Press
Release Date : 2015-05-28

Reversibility In Dynamics And Group Theory written by Anthony G. O'Farrell 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 2015-05-28 with Mathematics categories.

An accessible yet systematic account of reversibility that demonstrates its impact throughout many diverse areas of mathematics.