Noncommutative probability and random matrices at Saint-Flour: [reprint of lectures originally published in the Lecture Notes in Mathematics volumes 1608 (1995), 1738 (2000) and 1957 (2009)]
Gespeichert in:
| Beteiligte Personen: | , , |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Berlin ; Heidelberg
Springer
2012
|
| Schriftenreihe: | Probability at Saint-Flour
|
| Schlagwörter: | |
| Links: | http://deposit.dnb.de/cgi-bin/dokserv?id=4091997&prov=M&dok_var=1&dok_ext=htm http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027057963&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| Beschreibung: | Literaturangaben |
| Umfang: | VIII, 472 S. graph. Darst. 24 cm |
| ISBN: | 9783642327988 3642327982 |
Internformat
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Datensatz im Suchindex
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|---|---|
| adam_text | IMAGE 1
TABLE O F CONTENTS
CALCUL STOCHASTIQUE NON-COMMUTATIF 1
PHILIPPE B I A N E
INTRODUCTION 4
1. E S P A C E S D E PROBABILITY N O N - C O M M U T A T I F S FINIS 11
2. T H E O R I E SPECTRALE 2 2
3. V A R I A B L E S D E G A U S S ET D E POISSON E T RELATIONS D E C O
M M U T A T I O N 2 8
4. E S P A C E S D E F O C K 4 1
5. INTEGRATION STOCHASTIQUE N O N - C O M M U T A T I V E 5 2
6. A P P L I C A T I O N S D U CALCUL S T O C H A S T I Q U E N O N - C
O M M U T A T I F 7 2
C O M M E N T A I R E S E T BIBLIOGRAPHIE 8 9
R E F E R E N C E S 9 3
LECTURES ON FREE PROBABILITY THEORY 97
D A N V O I C U L E S C U
0. INTRODUCTION 101
1. N O N C O M M U T A T I V E PROBABILITY A N D O P E R A T O R A L G E
B R A B A C K G R O U N D 102
2. A D D I T I O N O F FREELY I N D E P E N D E N T N O N C O M M U T A
T I V E R A N D O M VARIABLES 1 12
3. MULTIPLICATION O F FREELY I N D E P E N D E N T N O N C O M M U T A T
I V E R A N D O M VARIABLES 126
4. G E N E R A L I Z E D C A N O N I C A L FORM, N O N C R O S S I N G
PARTITIONS 131
5. FREE I N D E P E N D E N C E W I T H A M A L G A M A T I O N 134
6. S O M E BASIC FREE PROCESSES 137
7. R A N D O M MATRICES IN THE L A R G E N LIMIT 143
8. FREE E N T R O P Y 150
REFERENCES 164
LARGE RANDOM MATRICES: LECTURES ON MACROSCOPIC ASYMPTOTICS 169
ALICE G U I O N N E T
INTRODUCTION 179
1. W I G N E R S T H E O R E M 185
2. W I G N E R S M A T R I C E S ; M O R E M O M E N T S E S T I M A T
E S 2 0 7
3. W O R D S IN SEVERAL I N D E P E N D E N T W I G N E R M A T R I C E
S 2 1 9
4. C O N C E N T R A T I O N INEQUALITIES A N D L O G A R I T H M I C S
O B O L E V INEQUALITIES 2 2 7
5. GENERALIZATIONS 2 3 7
6. C O N C E N T R A T I O N INEQUALITIES F O R R A N D O M M A T R I C
E S 2 4 3
7. M A P S A N D G A U S S I A N C A L C U L U S 2 7 1
V I I
HTTP://D-NB.INFO/102454883X
IMAGE 2
VLLL
T A B L E O F C O N T E N T S
8. FIRST-ORDER E X P A N S I O N 2 8 7
9. S E C O N D - O R D E R E X P A N S I O N F O R T H E FREE E N E R G
Y 2 9 9
10. L A R G E D E V I A T I O N S F O R T H E L A W O F T H E SPECTRAL M
E A S U R E O F G A U S S I A N W I G N E R S MATRICES 3 2 7
11. L A R G E D E V I A T I O N S O F T H E M A X I M U M E I G E N V A
L U E 3 3 7
12. STOCHASTIC A N A L Y S I S F O R R A N D O M M A T R I C E S 3 4 5
13. LARGE DEVIATION PRINCIPLE F O R T H E L A W O F T H E SPECTRAL M E A
S U R E O F SHIFTED W I G N E R M A T R I C E S 3 6 1
14. A S Y M P T O T I C S O F H A R I S H - C H A N D R A - I T Z Y K S
O N - Z U B E R INTEGRALS A N D O F S C H U R P O L Y N O M I A L S 3 8
9
15. A S Y M P T O T I C S O F S O M E M A T R I X INTEGRALS 3 9 5
16. FREE PROBABILITY SETTING 4 0 5
17. FREENESS 4 0 9
18. FREE ENTROPY 4 2 3
19. BASICS O F MATRICES 4 4 1
20. BASICS O F PROBABILITY T H E O R Y 4 4 5
REFERENCES 4 5 3
INDEX 4 6 5
LIST O F PARTICIPANTS O F T H E S U M M E R S C H O O L 4 6 7
LIST O F S H O R T LECTURES G I V E N A T T H E S U M M E R S C H O O L
4 7 1
|
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| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2 |
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| dewey-sort | 3519.2 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
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| id | DE-604.BV041616859 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T16:50:38Z |
| institution | BVB |
| isbn | 9783642327988 3642327982 |
| language | English |
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| physical | VIII, 472 S. graph. Darst. 24 cm |
| publishDate | 2012 |
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| series2 | Probability at Saint-Flour |
| spellingShingle | Biane, Philippe Guionnet, Alice Voiculescu, Dan 1949- Noncommutative probability and random matrices at Saint-Flour [reprint of lectures originally published in the Lecture Notes in Mathematics volumes 1608 (1995), 1738 (2000) and 1957 (2009)] Nichtkommutative Wahrscheinlichkeit (DE-588)4362758-4 gnd Stochastische Matrix (DE-588)4057624-3 gnd |
| subject_GND | (DE-588)4362758-4 (DE-588)4057624-3 |
| title | Noncommutative probability and random matrices at Saint-Flour [reprint of lectures originally published in the Lecture Notes in Mathematics volumes 1608 (1995), 1738 (2000) and 1957 (2009)] |
| title_auth | Noncommutative probability and random matrices at Saint-Flour [reprint of lectures originally published in the Lecture Notes in Mathematics volumes 1608 (1995), 1738 (2000) and 1957 (2009)] |
| title_exact_search | Noncommutative probability and random matrices at Saint-Flour [reprint of lectures originally published in the Lecture Notes in Mathematics volumes 1608 (1995), 1738 (2000) and 1957 (2009)] |
| title_full | Noncommutative probability and random matrices at Saint-Flour [reprint of lectures originally published in the Lecture Notes in Mathematics volumes 1608 (1995), 1738 (2000) and 1957 (2009)] Philippe Biane ; Alice Guionnet ; Dan-Virgil Voiculescu |
| title_fullStr | Noncommutative probability and random matrices at Saint-Flour [reprint of lectures originally published in the Lecture Notes in Mathematics volumes 1608 (1995), 1738 (2000) and 1957 (2009)] Philippe Biane ; Alice Guionnet ; Dan-Virgil Voiculescu |
| title_full_unstemmed | Noncommutative probability and random matrices at Saint-Flour [reprint of lectures originally published in the Lecture Notes in Mathematics volumes 1608 (1995), 1738 (2000) and 1957 (2009)] Philippe Biane ; Alice Guionnet ; Dan-Virgil Voiculescu |
| title_short | Noncommutative probability and random matrices at Saint-Flour |
| title_sort | noncommutative probability and random matrices at saint flour reprint of lectures originally published in the lecture notes in mathematics volumes 1608 1995 1738 2000 and 1957 2009 |
| title_sub | [reprint of lectures originally published in the Lecture Notes in Mathematics volumes 1608 (1995), 1738 (2000) and 1957 (2009)] |
| topic | Nichtkommutative Wahrscheinlichkeit (DE-588)4362758-4 gnd Stochastische Matrix (DE-588)4057624-3 gnd |
| topic_facet | Nichtkommutative Wahrscheinlichkeit Stochastische Matrix Aufsatzsammlung |
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