Eigenvalue Distribution of Large Random Matrices

Language: English

Published by American Mathematical Society, US, 2011

082185285X / 9780821852859

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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.…

Seller Inventory # LU-9780821852859

Title
Eigenvalue Distribution of Large Random Matrices
Author
Leonid Pastur, Mariya Shcherbina
Publisher
American Mathematical Society, US
Publication year
2011
Condition
New
Binding
Hardback
Language
English
ISBN 10
082185285X
ISBN 13
9780821852859
Item weight
1,300 grams

Rarewaves.com UK

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