Large Random Matrices: Lectures on Macroscopic Asymptotics, 2009 École d'Été de Probabilités de Saint-Flour XXXVI – 2006 École d'Été de Probabilités de Saint-Flour Series
Auteur : Guionnet Alice
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.
Includes supplementary material: sn.pub/extras
Date de parution : 03-2009
Ouvrage de 294 p.
15.5x23.5 cm
Thèmes de Large Random Matrices: Lectures on Macroscopic Asymptotics :
Mots-clés :
Eigenvalue; Graph; Matrix; Matrix Theory; Measure; Probability theory; algebra; combinatorics