A Dynamical Approach to Random Matrix Theory (Courant Lecture Notes) - Softcover

Laszlo Erdos (author)|Horng-Tzer Yau (author)

Softcover

ISBN 10: 1470436485 ISBN 13: 9781470436483

Publisher: American Mathematical Society, 2017

Synopsis

This book is a concise and self-contained introduction of recent techniques to prove local spectral universality for large random matrices. Random matrix theory is a fast expanding research area, and this book mainly focuses on the methods that the authors participated in developing over the past few years. Many other interesting topics are not included, and neither are several new developments within the framework of these methods. The authors have chosen instead to present key concepts that they believe are the core of these methods and should be relevant for future applications. They keep technicalities to a minimum to make the book accessible to graduate students. With this in mind, they include in this book the basic notions and tools for high-dimensional analysis, such as large deviation, entropy, Dirichlet form, and the logarithmic Sobolev inequality.

This manuscript has been developed and continuously improved over the last five years. The authors have taught this material in several regular graduate courses at Harvard, Munich, and Vienna, in addition to various summer schools and short courses.

About this title

About the Author

Laszlo Erdos, Institute of Science and Technology Austria, Klosterneuburg, Austria.

Horng-Tzer Yau, Harvard University, Cambridge, MA.

Edition details

• Publisher: American Mathematical Society
• Publication date: 2017
• Language: English
• ISBN 10: 1470436485
• ISBN 13: 9781470436483
• Binding: Paperback
• Number of pages: 226