An introduction to random matrices:
The theory of random matrices plays an important role in many areas of pure mathematics and employs a variety of sophisticated mathematical tools (analytical, probabilistic and combinatorial). This diverse array of tools, while attesting to the vitality of the field, presents several formidable obst...
Gespeichert in:
| Beteilige Person: | |
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| Weitere beteiligte Personen: | , |
| Format: | E-Book |
| Sprache: | Englisch |
| Veröffentlicht: |
Cambridge
Cambridge University Press
2010
|
| Schriftenreihe: | Cambridge studies in advanced mathematics
118 |
| Links: | https://doi.org/10.1017/CBO9780511801334 |
| Zusammenfassung: | The theory of random matrices plays an important role in many areas of pure mathematics and employs a variety of sophisticated mathematical tools (analytical, probabilistic and combinatorial). This diverse array of tools, while attesting to the vitality of the field, presents several formidable obstacles to the newcomer, and even the expert probabilist. This rigorous introduction to the basic theory is sufficiently self-contained to be accessible to graduate students in mathematics or related sciences, who have mastered probability theory at the graduate level, but have not necessarily been exposed to advanced notions of functional analysis, algebra or geometry. Useful background material is collected in the appendices and exercises are also included throughout to test the reader's understanding. Enumerative techniques, stochastic analysis, large deviations, concentration inequalities, disintegration and Lie algebras all are introduced in the text, which will enable readers to approach the research literature with confidence. |
| Umfang: | 1 Online-Ressource (xiv, 492 Seiten) |
| ISBN: | 9780511801334 |
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| spelling | Anderson, Greg W. An introduction to random matrices Greg W. Anderson, Alice Guionnet, Ofer Zeitouni Cambridge Cambridge University Press 2010 1 Online-Ressource (xiv, 492 Seiten) txt c cr Cambridge studies in advanced mathematics 118 The theory of random matrices plays an important role in many areas of pure mathematics and employs a variety of sophisticated mathematical tools (analytical, probabilistic and combinatorial). This diverse array of tools, while attesting to the vitality of the field, presents several formidable obstacles to the newcomer, and even the expert probabilist. This rigorous introduction to the basic theory is sufficiently self-contained to be accessible to graduate students in mathematics or related sciences, who have mastered probability theory at the graduate level, but have not necessarily been exposed to advanced notions of functional analysis, algebra or geometry. Useful background material is collected in the appendices and exercises are also included throughout to test the reader's understanding. Enumerative techniques, stochastic analysis, large deviations, concentration inequalities, disintegration and Lie algebras all are introduced in the text, which will enable readers to approach the research literature with confidence. Guionnet, Alice Zeitouni, Ofer Erscheint auch als Druck-Ausgabe 9780521194525 Erscheint auch als Druck-Ausgabe 9781107471580 |
| spellingShingle | Anderson, Greg W. An introduction to random matrices |
| title | An introduction to random matrices |
| title_auth | An introduction to random matrices |
| title_exact_search | An introduction to random matrices |
| title_full | An introduction to random matrices Greg W. Anderson, Alice Guionnet, Ofer Zeitouni |
| title_fullStr | An introduction to random matrices Greg W. Anderson, Alice Guionnet, Ofer Zeitouni |
| title_full_unstemmed | An introduction to random matrices Greg W. Anderson, Alice Guionnet, Ofer Zeitouni |
| title_short | An introduction to random matrices |
| title_sort | introduction to random matrices |
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