A Dynamical Approach to Random Matrix Theory Paperback / softback
by Laszlo Erdos, Horng-Tzer Yau
Part of the Courant Lecture Notes series
Paperback / softback
Description
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.
Information
-
Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Paperback / softback
- Pages:226 pages
- Publisher:American Mathematical Society
- Publication Date:30/09/2017
- Category:
- ISBN:9781470436483
Information
-
Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Paperback / softback
- Pages:226 pages
- Publisher:American Mathematical Society
- Publication Date:30/09/2017
- Category:
- ISBN:9781470436483
