Eigenvalue Distribution of Large Random Matrices

Leonid Pastur, Mariya Shcherbina (Autoren)

Buch | Hardcover

634 Seiten

2011
American Mathematical Society (Verlag)
9780821852859 (ISBN)

Infos

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.

Autor

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

Produkt-Details

• Erscheint lt. Verlag: 23.12.2011
• Reihe/Serie: Mathematical Surveys and Monographs
• Verlagsort: Providence
• Sprache: englisch
• Gewicht: 1300 g
• Themenwelt: Mathematik / Informatik ► Mathematik
• ISBN-13: 9780821852859 / 9780821852859
• Zustand: Neuware