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Leonid Pastur Mariy Eigenvalue Distribution of Large Ran (Hardback) (UK IMPORT)
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Item specifics
- Condition
- Brand New: A new, unread, unused book in perfect condition with no missing or damaged pages. See all condition definitionsopens in a new window or tab
- Book Title
- Eigenvalue Distribution of Large Random Matrices
- Publication Name
- Eigenvalue Distribution of Large Random Matrices
- Title
- Eigenvalue Distribution of Large Random Matrices
- Format
- Hardcover
- EAN
- 9780821852859
- ISBN
- 9780821852859
- Publisher
- American Mathematical Society
- Genre
- Science Nature & Math
- Release Date
- 30/07/2011
- Release Year
- 2011
- Language
- English
- Country/Region of Manufacture
- US
- Item Weight
- 1300g
- Series
- Mathematical Surveys and Monographs
- Publication Year
- 2011
- Type
- Textbook
- Subject Area
- Mathematics
- Subject
- Probability & Statistics / General, Matrices
- Number of Pages
- 634 Pages
About this product
Product Information
Random matrix theory is a wide and growing field with a variety of concepts, results, and techniques and a vast range of applications in mathematics and the related sciences. The book, written by well-known experts, offers beginners a fairly balanced collection of basic facts and methods (Part 1 on classical ensembles) and presents experts with an exposition of recent advances in the subject (Parts 2 and 3 on invariant ensembles and ensembles with independent entries). The text includes many of the authors' results and methods on several main aspects of the theory, thus allowing them to present a unique and personal perspective on the subject and to cover many topics using a unified approach essentially based on the Stieltjes transform and orthogonal polynomials. The exposition is supplemented by numerous comments, remarks, and problems. This results in a book that presents a detailed and self-contained treatment of the basic random matrix ensembles and asymptotic regimes. This book will be an important reference for researchers in a variety of areas of mathematics and mathematical physics. Various chapters of the book can be used for graduate courses; the main prerequisite is a basic knowledge of calculus, linear algebra, and probability theory.
Product Identifiers
Publisher
American Mathematical Society
ISBN-10
082185285x
ISBN-13
9780821852859
eBay Product ID (ePID)
23038852795
Product Key Features
Publication Name
Eigenvalue Distribution of Large Random Matrices
Format
Hardcover
Language
English
Subject
Probability & Statistics / General, Matrices
Publication Year
2011
Series
Mathematical Surveys and Monographs
Type
Textbook
Subject Area
Mathematics
Number of Pages
634 Pages
Additional Product Features
LCCN
2010-047315
Series Volume Number
171
Lc Classification Number
Qa273.6.P367 2010
Table of Content
Introduction; Classical ensembles: Gaussian Ensembles: Semicircle law; Gaussian Ensembles: Central Limit Theorem for linear eigenvalue statistics; Gaussian Ensembles: Joint eigenvalue distribution and related results; Gaussian Unitary Ensemble; Gaussian Orthogonal Ensemble; Wishart and Laguerre Ensembles; Classical compact groups ensembles: Global regime; Classical compact groups ensembles: Local regime; Law of addition of random matrices; Matrix Models: Matrix Models: Global regime; Bulk universality for hermitian Matrix Models; Universality for special points of hermitian Matrix Models; Jacobi matrices and limiting laws for linear eigenvalue statistics; Universality for real symmetric Matrix Models; Unitary Matrix Models; Ensembles with independent and weakly dependent entries: Matrices with Gaussian correlated entries; Wigner Ensembles; Sample covariance and related matrices; Bibliography; Index.
Copyright Date
2010
Target Audience
Scholarly & Professional
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