Download or read book Operators and Special Functions in Random Matrix Theory written by Andrew McCafferty and published by . This book was released on 2008 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Combinatorics and Random Matrix Theory written by Jinho Baik and published by American Mathematical Soc.. This book was released on 2016-06-22 with total page 478 pages. Available in PDF, EPUB and Kindle. Book excerpt: Over the last fifteen years a variety of problems in combinatorics have been solved in terms of random matrix theory. More precisely, the situation is as follows: the problems at hand are probabilistic in nature and, in an appropriate scaling limit, it turns out that certain key quantities associated with these problems behave statistically like the eigenvalues of a (large) random matrix. Said differently, random matrix theory provides a “stochastic special function theory” for a broad and growing class of problems in combinatorics. The goal of this book is to analyze in detail two key examples of this phenomenon, viz., Ulam's problem for increasing subsequences of random permutations and domino tilings of the Aztec diamond. Other examples are also described along the way, but in less detail. Techniques from many different areas in mathematics are needed to analyze these problems. These areas include combinatorics, probability theory, functional analysis, complex analysis, and the theory of integrable systems. The book is self-contained, and along the way we develop enough of the theory we need from each area that a general reader with, say, two or three years experience in graduate school can learn the subject directly from the text.
Download or read book A Dynamical Approach to Random Matrix Theory written by László Erdős and published by American Mathematical Soc.. This book was released on 2017-08-30 with total page 239 pages. Available in PDF, EPUB and Kindle. Book excerpt: A co-publication of the AMS and the Courant Institute of Mathematical Sciences at New York University 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. Titles in this series are co-published with the Courant Institute of Mathematical Sciences at New York University.
Download or read book Random Matrices Random Processes and Integrable Systems written by John Harnad and published by Springer Science & Business Media. This book was released on 2011-05-06 with total page 536 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book explores the remarkable connections between two domains that, a priori, seem unrelated: Random matrices (together with associated random processes) and integrable systems. The relations between random matrix models and the theory of classical integrable systems have long been studied. These appear mainly in the deformation theory, when parameters characterizing the measures or the domain of localization of the eigenvalues are varied. The resulting differential equations determining the partition function and correlation functions are, remarkably, of the same type as certain equations appearing in the theory of integrable systems. They may be analyzed effectively through methods based upon the Riemann-Hilbert problem of analytic function theory and by related approaches to the study of nonlinear asymptotics in the large N limit. Associated with studies of matrix models are certain stochastic processes, the "Dyson processes", and their continuum diffusion limits, which govern the spectrum in random matrix ensembles, and may also be studied by related methods. Random Matrices, Random Processes and Integrable Systems provides an in-depth examination of random matrices with applications over a vast variety of domains, including multivariate statistics, random growth models, and many others. Leaders in the field apply the theory of integrable systems to the solution of fundamental problems in random systems and processes using an interdisciplinary approach that sheds new light on a dynamic topic of current research.
Download or read book Random Matrix Models and Their Applications written by Pavel Bleher and published by Cambridge University Press. This book was released on 2001-06-04 with total page 454 pages. Available in PDF, EPUB and Kindle. Book excerpt: Expository articles on random matrix theory emphasizing the exchange of ideas between the physical and mathematical communities.
Download or read book The Random Matrix Theory of the Classical Compact Groups written by Elizabeth S. Meckes and published by Cambridge University Press. This book was released on 2019-08-01 with total page 225 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the first book to provide a comprehensive overview of foundational results and recent progress in the study of random matrices from the classical compact groups, drawing on the subject's deep connections to geometry, analysis, algebra, physics, and statistics. The book sets a foundation with an introduction to the groups themselves and six different constructions of Haar measure. Classical and recent results are then presented in a digested, accessible form, including the following: results on the joint distributions of the entries; an extensive treatment of eigenvalue distributions, including the Weyl integration formula, moment formulae, and limit theorems and large deviations for the spectral measures; concentration of measure with applications both within random matrix theory and in high dimensional geometry; and results on characteristic polynomials with connections to the Riemann zeta function. This book will be a useful reference for researchers and an accessible introduction for students in related fields.
Download or read book An Introduction to Random Matrices written by Greg W. Anderson and published by Cambridge University Press. This book was released on 2010 with total page 507 pages. Available in PDF, EPUB and Kindle. Book excerpt: A rigorous introduction to the basic theory of random matrices designed for graduate students with a background in probability theory.
Download or read book Toeplitz Operators and Random Matrices written by Estelle Basor and published by Springer Nature. This book was released on 2023-01-01 with total page 606 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is dedicated to the memory of Harold Widom (1932–2021), an outstanding mathematician who has enriched mathematics with his ideas and ground breaking work since the 1950s until the present time. It contains a biography of Harold Widom, personal notes written by his former students or colleagues, and also his last, previously unpublished paper on domain walls in a Heisenberg–Ising chain. Widom's most famous contributions were made to Toeplitz operators and random matrices. While his work on random matrices is part of almost all the present-day research activities in this field, his work in Toeplitz operators and matrices was done mainly before 2000 and is therefore described in a contribution devoted to his achievements in just this area. The volume contains 18 invited and refereed research and expository papers on Toeplitz operators and random matrices. These present new results or new perspectives on topics related to Widom's work.
Download or read book Applications of Random Matrices in Physics written by Édouard Brezin and published by Springer Science & Business Media. This book was released on 2006-07-03 with total page 519 pages. Available in PDF, EPUB and Kindle. Book excerpt: Random matrices are widely and successfully used in physics for almost 60-70 years, beginning with the works of Dyson and Wigner. Although it is an old subject, it is constantly developing into new areas of physics and mathematics. It constitutes now a part of the general culture of a theoretical physicist. Mathematical methods inspired by random matrix theory become more powerful, sophisticated and enjoy rapidly growing applications in physics. Recent examples include the calculation of universal correlations in the mesoscopic system, new applications in disordered and quantum chaotic systems, in combinatorial and growth models, as well as the recent breakthrough, due to the matrix models, in two dimensional gravity and string theory and the non-abelian gauge theories. The book consists of the lectures of the leading specialists and covers rather systematically many of these topics. It can be useful to the specialists in various subjects using random matrices, from PhD students to confirmed scientists.
Download or read book Random Matrices written by Alexei Borodin and published by American Mathematical Soc.. This book was released on 2019-10-30 with total page 498 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Introduction to Random Matrices written by Giacomo Livan and published by Springer. This book was released on 2018-01-16 with total page 122 pages. Available in PDF, EPUB and Kindle. Book excerpt: Modern developments of Random Matrix Theory as well as pedagogical approaches to the standard core of the discipline are surprisingly hard to find in a well-organized, readable and user-friendly fashion. This slim and agile book, written in a pedagogical and hands-on style, without sacrificing formal rigor fills this gap. It brings Ph.D. students in Physics, as well as more senior practitioners, through the standard tools and results on random matrices, with an eye on most recent developments that are not usually covered in introductory texts. The focus is mainly on random matrices with real spectrum.The main guiding threads throughout the book are the Gaussian Ensembles. In particular, Wigner’s semicircle law is derived multiple times to illustrate several techniques (e.g., Coulomb gas approach, replica theory).Most chapters are accompanied by Matlab codes (stored in an online repository) to guide readers through the numerical check of most analytical results.
Download or read book Free Probability and Random Matrices written by James A. Mingo and published by Springer. This book was released on 2017-06-24 with total page 343 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume opens the world of free probability to a wide variety of readers. From its roots in the theory of operator algebras, free probability has intertwined with non-crossing partitions, random matrices, applications in wireless communications, representation theory of large groups, quantum groups, the invariant subspace problem, large deviations, subfactors, and beyond. This book puts a special emphasis on the relation of free probability to random matrices, but also touches upon the operator algebraic, combinatorial, and analytic aspects of the theory. The book serves as a combination textbook/research monograph, with self-contained chapters, exercises scattered throughout the text, and coverage of important ongoing progress of the theory. It will appeal to graduate students and all mathematicians interested in random matrices and free probability from the point of view of operator algebras, combinatorics, analytic functions, or applications in engineering and statistical physics.
Download or read book Large Random Matrices Lectures on Macroscopic Asymptotics written by Alice Guionnet and published by Springer. This book was released on 2009-04-20 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt: Random matrix theory has developed in the last few years, in connection with various fields of mathematics and physics. These notes emphasize the relation with the problem of enumerating complicated graphs, and the related large deviations questions. Such questions are also closely related with the asymptotic distribution of matrices, which is naturally defined in the context of free probability and operator algebra. The material of this volume is based on a series of nine lectures given at the Saint-Flour Probability Summer School 2006. Lectures were also given by Maury Bramson and Steffen Lauritzen.
Download or read book Topics in Random Matrix Theory written by Terence Tao and published by American Mathematical Soc.. This book was released on 2012-03-21 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt: The field of random matrix theory has seen an explosion of activity in recent years, with connections to many areas of mathematics and physics. However, this makes the current state of the field almost too large to survey in a single book. In this graduate text, we focus on one specific sector of the field, namely the spectral distribution of random Wigner matrix ensembles (such as the Gaussian Unitary Ensemble), as well as iid matrix ensembles. The text is largely self-contained and starts with a review of relevant aspects of probability theory and linear algebra. With over 200 exercises, the book is suitable as an introductory text for beginning graduate students seeking to enter the field.
Download or read book Random Matrix Theory with an External Source written by Edouard Brézin and published by Springer. This book was released on 2017-01-11 with total page 143 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a first book to show that the theory of the Gaussian random matrix is essential to understand the universal correlations with random fluctuations and to demonstrate that it is useful to evaluate topological universal quantities. We consider Gaussian random matrix models in the presence of a deterministic matrix source. In such models the correlation functions are known exactly for an arbitrary source and for any size of the matrices. The freedom given by the external source allows for various tunings to different classes of universality. The main interest is to use this freedom to compute various topological invariants for surfaces such as the intersection numbers for curves drawn on a surface of given genus with marked points, Euler characteristics, and the Gromov–Witten invariants. A remarkable duality for the average of characteristic polynomials is essential for obtaining such topological invariants. The analysis is extended to nonorientable surfaces and to surfaces with boundaries.
Download or read book Random Matrix Theory written by Percy Deift and published by American Mathematical Soc.. This book was released on 2009-01-01 with total page 236 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This book features a unified derivation of the mathematical theory of the three classical types of invariant random matrix ensembles-orthogonal, unitary, and symplectic. The authors follow the approach of Tracy and Widom, but the exposition here contains a substantial amount of additional material, in particular, facts from functional analysis and the theory of Pfaffians. The main result in the book is a proof of universality for orthogonal and symplectic ensembles corresponding to generalized Gaussian type weights following the authors' prior work. New, quantitative error estimates are derived." --Book Jacket.
Download or read book Recent Perspectives in Random Matrix Theory and Number Theory written by F. Mezzadri and published by Cambridge University Press. This book was released on 2005-06-21 with total page 530 pages. Available in PDF, EPUB and Kindle. Book excerpt: Provides a grounding in random matrix techniques applied to analytic number theory.
