Asymptotics of Random Matrices and Related Models: The Uses of Dyson-Schwinger Equations (CBMS Regional Conference Series in Mathematics) - Softcover

Alice Guionnet (author)

 
9781470450274: Asymptotics of Random Matrices and Related Models: The Uses of Dyson-Schwinger Equations (CBMS Regional Conference Series in Mathematics)
Softcover
ISBN 10: 1470450275 ISBN 13: 9781470450274
Publisher: American Mathematical Society, 2019

Synopsis

Probability theory is based on the notion of independence. The celebrated law of large numbers and the central limit theorem describe the asymptotics of the sum of independent variables. However, there are many models of strongly correlated random variables: for instance, the eigenvalues of random matrices or the tiles in random tilings. Classical tools of probability theory are useless to study such models.

These lecture notes describe a general strategy to study the fluctuations of strongly interacting random variables. This strategy is based on the asymptotic analysis of Dyson-Schwinger (or loop) equations: the author will show how these equations are derived, how to obtain the concentration of measure estimates required to study these equations asymptotically, and how to deduce from this analysis the global fluctuations of the model. The author will apply this strategy in different settings: eigenvalues of random matrices, matrix models with one or several cuts, random tilings, and several matrices models.

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About the Author

Alice Guionnet, Universite de Lyon, CNRS, ENS de Lyon, France.

"About this title" may belong to another edition of this title.

Publisher
American Mathematical Society
Publication date
2019
Language
English
ISBN 10 
1470450275
ISBN 13 
9781470450274
Binding
Paperback
Number of pages
144