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|a 9783540698975
|9 978-3-540-69897-5
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|a 10.1007/978-3-540-69897-5
|2 doi
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|a Guionnet, Alice.
|e author.
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|a Large Random Matrices: Lectures on Macroscopic Asymptotics
|b École d'ẗØ de ProbabilitØs de Saint-Flour XXXVI ¿ 2006 /
|c by Alice Guionnet.
|h [electronic resource] :
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|a Berlin, Heidelberg :
|b Springer Berlin Heidelberg,
|c 2009.
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|b online resource.
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|a text
|b txt
|2 rdacontent
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|a computer
|b c
|2 rdamedia
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|a online resource
|b cr
|2 rdacarrier
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|a text file
|b PDF
|2 rda
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|a Lecture Notes in Mathematics,
|v 1957
|x 0075-8434 ;
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|a Notation -- Introduction -- Part I Wigner matrices and moments estimates -- Part II Wigner matrices and concentration inequalities -- Part III Matrix models -- Part IV Eigenvalues of Gaussian Wigner matrices and large deviations -- Part V Stochastic Calculus -- Part VI Free probability -- Part VII Appendix -- References -- Index.
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|a 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.
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|a Mathematics.
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|a Matrix theory.
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|a Functional analysis.
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|a Combinatorics.
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|a Distribution (Probability theory).
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|a Mathematics.
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|a Combinatorics.
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|a Functional Analysis.
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|a Probability Theory and Stochastic Processes.
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|a Linear and Multilinear Algebras, Matrix Theory.
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|a SpringerLink (Online service)
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|t Springer eBooks
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|i Printed edition:
|z 9783540698968
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|a Lecture Notes in Mathematics,
|v 1957
|x 0075-8434 ;
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|u https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-3-540-69897-5
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|a ZDB-2-SMA
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|a ZDB-2-LNM
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|a Mathematics and Statistics (Springer-11649)
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