Overview
- Includes supplementary material: sn.pub/extras
Part of the book series: Lecture Notes in Mathematics (LNM, volume 1957)
Part of the book sub series: École d'Été de Probabilités de Saint-Flour (LNMECOLE)
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About this book
Random matrix theory has developed in the last few years, in connection with various fields of mathematics and physics. These notes emphasize the relation with the problem of enumerating complicated graphs, and the related large deviations questions. Such questions are also closely related with the asymptotic distribution of matrices, which is naturally defined in the context of free probability and operator algebra.
The material of this volume is based on a series of nine lectures given at the Saint-Flour Probability Summer School 2006. Lectures were also given by Maury Bramson and Steffen Lauritzen.
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Table of contents (21 chapters)
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Front Matter
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Wigner matrices and moments estimates
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Front Matter
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Wigner matrices and concentration inequalities
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Front Matter
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Matrix models
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Front Matter
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Eigenvalues of Gaussian Wigner matrices and large deviations
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Front Matter
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Stochastic calculus
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Front Matter
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Reviews
From the reviews:
“This book is a set of lecture notes on eigenvalues of large random matrices. … useful to all mathematicians and statisticians who are interested in Wigner matrices. … In summary, the book is very much worth perusal.” (Vladislav Kargin, Mathematical Reviews, Issue 2010 d)
Authors and Affiliations
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Bibliographic Information
Book Title: Large Random Matrices: Lectures on Macroscopic Asymptotics
Book Subtitle: École d'Été de Probabilités de Saint-Flour XXXVI – 2006
Authors: Alice Guionnet
Series Title: Lecture Notes in Mathematics
DOI: https://doi.org/10.1007/978-3-540-69897-5
Publisher: Springer Berlin, Heidelberg
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2009
Softcover ISBN: 978-3-540-69896-8Published: 25 March 2009
eBook ISBN: 978-3-540-69897-5Published: 20 April 2009
Series ISSN: 0075-8434
Series E-ISSN: 1617-9692
Edition Number: 1
Number of Pages: XII, 294
Topics: Discrete Mathematics, Probability Theory and Stochastic Processes, Algebra, Linear and Multilinear Algebras, Matrix Theory, Functional Analysis, Combinatorics