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Author: Alice Guionnet
Publisher: Springer
ISBN: 3540698973
Category : Mathematics
Languages : en
Pages : 296
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Book Description
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.
Author: Alice Guionnet
Publisher: Springer
ISBN: 3540698973
Category : Mathematics
Languages : en
Pages : 296
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Book Description
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.
Author: Leonid Andreevich Pastur
Publisher: American Mathematical Soc.
ISBN: 082185285X
Category : Mathematics
Languages : en
Pages : 650
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Book Description
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.
Author: Philippe Biane
Publisher: Springer
ISBN: 9783642327988
Category : Mathematics
Languages : en
Pages : 472
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Book Description
Biane, Philippe: Non-commutative stochastic calculus.-Voiculescu, Dan-Virgil: Lectures on free probability.- Guionnet, Alice: Large random matrices: Lectures on macroscopic asymptotics.
Author: Grégory Schehr
Publisher: Oxford University Press
ISBN: 0192517864
Category : Science
Languages : en
Pages : 432
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Book Description
The field of stochastic processes and Random Matrix Theory (RMT) has been a rapidly evolving subject during the last fifteen years. The continuous development and discovery of new tools, connections and ideas have led to an avalanche of new results. These breakthroughs have been made possible thanks, to a large extent, to the recent development of various new techniques in RMT. Matrix models have been playing an important role in theoretical physics for a long time and they are currently also a very active domain of research in mathematics. An emblematic example of these recent advances concerns the theory of growth phenomena in the Kardar-Parisi-Zhang (KPZ) universality class where the joint efforts of physicists and mathematicians during the last twenty years have unveiled the beautiful connections between this fundamental problem of statistical mechanics and the theory of random matrices, namely the fluctuations of the largest eigenvalue of certain ensembles of random matrices. This text not only covers this topic in detail but also presents more recent developments that have emerged from these discoveries, for instance in the context of low dimensional heat transport (on the physics side) or integrable probability (on the mathematical side).
Author: Camille Male
Publisher: American Mathematical Society
ISBN: 1470442981
Category : Mathematics
Languages : en
Pages : 88
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Book Description
Voiculescu's notion of asymptotic free independence is known for a large class of random matrices including independent unitary invariant matrices. This notion is extended for independent random matrices invariant in law by conjugation by permutation matrices. This fact leads naturally to an extension of free probability, formalized under the notions of traffic probability. The author first establishes this construction for random matrices and then defines the traffic distribution of random matrices, which is richer than the $^*$-distribution of free probability. The knowledge of the individual traffic distributions of independent permutation invariant families of matrices is sufficient to compute the limiting distribution of the join family. Under a factorization assumption, the author calls traffic independence the asymptotic rule that plays the role of independence with respect to traffic distributions. Wigner matrices, Haar unitary matrices and uniform permutation matrices converge in traffic distributions, a fact which yields new results on the limiting $^*$-distributions of several matrices the author can construct from them. Then the author defines the abstract traffic spaces as non commutative probability spaces with more structure. She proves that at an algebraic level, traffic independence in some sense unifies the three canonical notions of tensor, free and Boolean independence. A central limiting theorem is stated in this context, interpolating between the tensor, free and Boolean central limit theorems.
Author: Pavel Exner
Publisher: World Scientific
ISBN: 981430462X
Category : Science
Languages : en
Pages : 709
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Book Description
The International Congress on Mathematical Physics is the flagship conference in this exciting field. Convening every three years, it gives a survey on the progress achieved in all branches of mathematical physics. It also provides a superb platform to discuss challenges and new ideas. The present volume collects material from the XVIth ICMP which was held in Prague, August 2009, and features most of the plenary lectures and invited lectures in topical sessions as well as information on other parts of the congress program. This volume provides a broad coverage of the field of mathematical physics, from dominantly mathematical subjects to particle physics, condensed matter, and application of mathematical physics methods in various areas such as astrophysics and ecology, amongst others.
Author: V. Sidoravicius
Publisher: American Mathematical Soc.
ISBN: 1470422484
Category : Combinatorial analysis
Languages : en
Pages : 471
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Book Description
This book brings a reader to the cutting edge of several important directions of the contemporary probability theory, which in many cases are strongly motivated by problems in statistical physics. The authors of these articles are leading experts in the field and the reader will get an exceptional panorama of the field from the point of view of scientists who played, and continue to play, a pivotal role in the development of the new methods and ideas, interlinking it with geometry, complex analysis, conformal field theory, etc., making modern probability one of the most vibrant areas in mathematics.
Author: Bo'az Klartag
Publisher: Springer Nature
ISBN: 3030360202
Category : Mathematics
Languages : en
Pages : 346
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Book Description
Continuing the theme of the previous volumes, these seminar notes reflect general trends in the study of Geometric Aspects of Functional Analysis, understood in a broad sense. Two classical topics represented are the Concentration of Measure Phenomenon in the Local Theory of Banach Spaces, which has recently had triumphs in Random Matrix Theory, and the Central Limit Theorem, one of the earliest examples of regularity and order in high dimensions. Central to the text is the study of the Poincaré and log-Sobolev functional inequalities, their reverses, and other inequalities, in which a crucial role is often played by convexity assumptions such as Log-Concavity. The concept and properties of Entropy form an important subject, with Bourgain's slicing problem and its variants drawing much attention. Constructions related to Convexity Theory are proposed and revisited, as well as inequalities that go beyond the Brunn–Minkowski theory. One of the major current research directions addressed is the identification of lower-dimensional structures with remarkable properties in rather arbitrary high-dimensional objects. In addition to functional analytic results, connections to Computer Science and to Differential Geometry are also discussed.
Author: Bertrand Eynard
Publisher: Springer Science & Business Media
ISBN: 3764387971
Category : Mathematics
Languages : en
Pages : 414
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Book Description
The problem of enumerating maps (a map is a set of polygonal "countries" on a world of a certain topology, not necessarily the plane or the sphere) is an important problem in mathematics and physics, and it has many applications ranging from statistical physics, geometry, particle physics, telecommunications, biology, ... etc. This problem has been studied by many communities of researchers, mostly combinatorists, probabilists, and physicists. Since 1978, physicists have invented a method called "matrix models" to address that problem, and many results have been obtained. Besides, another important problem in mathematics and physics (in particular string theory), is to count Riemann surfaces. Riemann surfaces of a given topology are parametrized by a finite number of real parameters (called moduli), and the moduli space is a finite dimensional compact manifold or orbifold of complicated topology. The number of Riemann surfaces is the volume of that moduli space. Mor e generally, an important problem in algebraic geometry is to characterize the moduli spaces, by computing not only their volumes, but also other characteristic numbers called intersection numbers. Witten's conjecture (which was first proved by Kontsevich), was the assertion that Riemann surfaces can be obtained as limits of polygonal surfaces (maps), made of a very large number of very small polygons. In other words, the number of maps in a certain limit, should give the intersection numbers of moduli spaces. In this book, we show how that limit takes place. The goal of this book is to explain the "matrix model" method, to show the main results obtained with it, and to compare it with methods used in combinatorics (bijective proofs, Tutte's equations), or algebraic geometry (Mirzakhani's recursions). The book intends to be self-contained and accessible to graduate students, and provides comprehensive proofs, several examples, and give s the general formula for the enumeration of maps on surfaces of any topology. In the end, the link with more general topics such as algebraic geometry, string theory, is discussed, and in particular a proof of the Witten-Kontsevich conjecture is provided.
Author: Romain Couillet
Publisher: Cambridge University Press
ISBN: 1139504967
Category : Technology & Engineering
Languages : en
Pages : 562
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Book Description
Blending theoretical results with practical applications, this book provides an introduction to random matrix theory and shows how it can be used to tackle a variety of problems in wireless communications. The Stieltjes transform method, free probability theory, combinatoric approaches, deterministic equivalents and spectral analysis methods for statistical inference are all covered from a unique engineering perspective. Detailed mathematical derivations are presented throughout, with thorough explanation of the key results and all fundamental lemmas required for the reader to derive similar calculus on their own. These core theoretical concepts are then applied to a wide range of real-world problems in signal processing and wireless communications, including performance analysis of CDMA, MIMO and multi-cell networks, as well as signal detection and estimation in cognitive radio networks. The rigorous yet intuitive style helps demonstrate to students and researchers alike how to choose the correct approach for obtaining mathematically accurate results.
