Eigenvalue Distribution of Large Random Matrices - Couverture rigide

Pastur, Leonid; Shcherbina, Mariya

Couverture rigide

ISBN 10 : 082185285X ISBN 13 : 9780821852859

Editeur : American Mathematical Society, 2011

Synopsis

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.

A propos du livre

À propos de l?auteur

Leonid Pastur, Ukrainian National Academy of Sciences, Kharkov, Ukraine||Mariya Shcherbina, Ukrainian National Academy of Sciences, Kharkov, Ukrain

Détails de l'édition

• Éditeur: American Mathematical Society
• Date d'édition: 2011
• Langue: anglais
• ISBN 10: 082185285X
• ISBN 13: 9780821852859
• Reliure: Relié
• Nombre de pages: 634
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible