Random Matrices: High Dimensional Phenomena: 367 (London Mathematical Society Lecture Note Series, Series Number 367) - Tapa blanda

Libro 302 de 387: London Mathematical Society Lecture Notes

Blower, Gordon

 
9780521133128: Random Matrices: High Dimensional Phenomena: 367 (London Mathematical Society Lecture Note Series, Series Number 367)
Tapa blanda
ISBN 10: 0521133122 ISBN 13: 9780521133128
Editorial: Cambridge University Press, 2009

Sinopsis

This book focuses on the behaviour of large random matrices. Standard results are covered, and the presentation emphasizes elementary operator theory and differential equations, so as to be accessible to graduate students and other non-experts. The introductory chapters review material on Lie groups and probability measures in a style suitable for applications in random matrix theory. Later chapters use modern convexity theory to establish subtle results about the convergence of eigenvalue distributions as the size of the matrices increases. Random matrices are viewed as geometrical objects with large dimension. The book analyzes the concentration of measure phenomenon, which describes how measures behave on geometrical objects with large dimension. To prove such results for random matrices, the book develops the modern theory of optimal transportation and proves the associated functional inequalities involving entropy and information. These include the logarithmic Sobolev inequality, which measures how fast some physical systems converge to equilibrium.

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Acerca del autor

Gordon Blower is currently Head of the Department of Mathematics and Statistics at Lancaster University, and Professor of Mathematical Analysis.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Cambridge University Press
Año de publicación
2009
Idioma
Inglés
ISBN 10 
0521133122
ISBN 13 
9780521133128
Encuadernación
Tapa blanda
Número de edición
1
Número de páginas
448
Contacto del fabricante
no disponible
Persona responsable
gpsr@libri.de
gpsr@libri.de

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