Random Matrices

Alexei Borodin, Ivan Corwin, Alice Guionnet (Herausgeber)

Buch | Hardcover

508 Seiten

2020
American Mathematical Society (Verlag)
978-1-4704-5280-3 (ISBN)

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Random matrix theory has many roots and many branches in mathematics, statistics, physics, computer science, data science, numerical analysis, biology, ecology, engineering, and operations research. This book provides a snippet of this vast domain of study, with a particular focus on the notations of universality and integrability. Universality shows that many systems behave the same way in their large scale limit, while integrability provides a route to describe the nature of those universal limits. Many of the ten contributed chapters address these themes, while others touch on applications of tools and results from random matrix theory.

This book is appropriate for graduate students and researchers interested in learning techniques and results in random matrix theory from different perspectives and viewpoints. It also captures a moment in the evolution of the theory, when the previous decade brought major break-throughs, prompting exciting new directions of research.

Alexei Borodin, Massachusetts Institute of Technology, Cambridge, MA. Ivan Corwin, Columbia University, New York, NY. Alice Guionnet, CNRS, ENS Lyon, France.

P. Deift, Riemann-Hilbert problems
I. Dumitriu, The semicircle law and beyond: The shape of spectra of Wigner matrices
L. Erdos, The matrix Dyson equation and its applications for random matrices
Y. V. Fyodorov, Counting equilibria in complex systems via random matrices
D. Holcomb and B. Virag, A short introduction to operator limits of random matrices
J. Quastel and K. Matetski, From the totally asymmetric simple exclusion process to the KPZ
M. Rudelson, Delocalization of eigenvectors of random matrices
S. Serfaty, Microscopic description of log and Coulomb gases
D. Shlyakhtenko, Random matrices and free probability
T. Tao, Least singular value, circular law, and Lindeberg exchange.

Erscheinungsdatum	02.12.2019
Reihe/Serie	IAS/Park City Mathematics Series
Verlagsort	Providence
Sprache	englisch
Maße	178 x 254 mm
Gewicht	1100 g
Themenwelt	Mathematik / Informatik ► Mathematik ► Algebra
	Mathematik / Informatik ► Mathematik ► Analysis
	Mathematik / Informatik ► Mathematik ► Angewandte Mathematik
ISBN-10	1-4704-5280-4 / 1470452804
ISBN-13	978-1-4704-5280-3 / 9781470452803
Zustand	Neuware