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Author: Zhidong Bai
Publisher: Springer Science & Business Media
ISBN: 1441906614
Category : Mathematics
Languages : en
Pages : 560
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Book Description
The aim of the book is to introduce basic concepts, main results, and widely applied mathematical tools in the spectral analysis of large dimensional random matrices. The core of the book focuses on results established under moment conditions on random variables using probabilistic methods, and is thus easily applicable to statistics and other areas of science. The book introduces fundamental results, most of them investigated by the authors, such as the semicircular law of Wigner matrices, the Marcenko-Pastur law, the limiting spectral distribution of the multivariate F matrix, limits of extreme eigenvalues, spectrum separation theorems, convergence rates of empirical distributions, central limit theorems of linear spectral statistics, and the partial solution of the famous circular law. While deriving the main results, the book simultaneously emphasizes the ideas and methodologies of the fundamental mathematical tools, among them being: truncation techniques, matrix identities, moment convergence theorems, and the Stieltjes transform. Its treatment is especially fitting to the needs of mathematics and statistics graduate students and beginning researchers, having a basic knowledge of matrix theory and an understanding of probability theory at the graduate level, who desire to learn the concepts and tools in solving problems in this area. It can also serve as a detailed handbook on results of large dimensional random matrices for practical users. This second edition includes two additional chapters, one on the authors' results on the limiting behavior of eigenvectors of sample covariance matrices, another on applications to wireless communications and finance. While attempting to bring this edition up-to-date on recent work, it also provides summaries of other areas which are typically considered part of the general field of random matrix theory.
Author: Zhidong Bai
Publisher: Springer Science & Business Media
ISBN: 1441906614
Category : Mathematics
Languages : en
Pages : 560
Get Book Here
Book Description
The aim of the book is to introduce basic concepts, main results, and widely applied mathematical tools in the spectral analysis of large dimensional random matrices. The core of the book focuses on results established under moment conditions on random variables using probabilistic methods, and is thus easily applicable to statistics and other areas of science. The book introduces fundamental results, most of them investigated by the authors, such as the semicircular law of Wigner matrices, the Marcenko-Pastur law, the limiting spectral distribution of the multivariate F matrix, limits of extreme eigenvalues, spectrum separation theorems, convergence rates of empirical distributions, central limit theorems of linear spectral statistics, and the partial solution of the famous circular law. While deriving the main results, the book simultaneously emphasizes the ideas and methodologies of the fundamental mathematical tools, among them being: truncation techniques, matrix identities, moment convergence theorems, and the Stieltjes transform. Its treatment is especially fitting to the needs of mathematics and statistics graduate students and beginning researchers, having a basic knowledge of matrix theory and an understanding of probability theory at the graduate level, who desire to learn the concepts and tools in solving problems in this area. It can also serve as a detailed handbook on results of large dimensional random matrices for practical users. This second edition includes two additional chapters, one on the authors' results on the limiting behavior of eigenvectors of sample covariance matrices, another on applications to wireless communications and finance. While attempting to bring this edition up-to-date on recent work, it also provides summaries of other areas which are typically considered part of the general field of random matrix theory.
Author:
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 1608
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Book Description
Author: Benoit Mandelbrot
Publisher: Echo Point Books & Media, LLC
ISBN: 9781648370410
Category :
Languages : en
Pages : 0
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Book Description
Written in a style that is accessible to a wide audience, The Fractal Geometry of Nature inspired popular interest in this emerging field. Mandelbrot's unique style, and rich illustrations will inspire readers of all backgrounds.
Author: Gandhimohan. M. Viswanathan
Publisher: Cambridge University Press
ISBN: 1139497553
Category : Science
Languages : en
Pages : 179
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Book Description
Do the movements of animals, including humans, follow patterns that can be described quantitatively by simple laws of motion? If so, then why? These questions have attracted the attention of scientists in many disciplines, and stimulated debates ranging from ecological matters to queries such as 'how can there be free will if one follows a law of motion?' This is the first book on this rapidly evolving subject, introducing random searches and foraging in a way that can be understood by readers without a previous background on the subject. It reviews theory as well as experiment, addresses open problems and perspectives, and discusses applications ranging from the colonization of Madagascar by Austronesians to the diffusion of genetically modified crops. The book will interest physicists working in the field of anomalous diffusion and movement ecology as well as ecologists already familiar with the concepts and methods of statistical physics.
Author: Heinz-Otto Peitgen
Publisher: Springer Science & Business Media
ISBN: 9783540158516
Category : Computers
Languages : en
Pages : 226
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Book Description
Now approaching its tenth year, this hugely successful book presents an unusual attempt to publicise the field of Complex Dynamics. The text was originally conceived as a supplemented catalogue to the exhibition "Frontiers of Chaos", seen in Europe and the United States, and describes the context and meaning of these fascinating images. A total of 184 illustrations - including 88 full-colour pictures of Julia sets - are suggestive of a coffee-table book. However, the invited contributions which round off the book lend the text the required formality. Benoit Mandelbrot gives a very personal account, in his idiosyncratic self-centred style, of his discovery of the fractals named after him and Adrien Douady explains the solved and unsolved problems relating to this amusingly complex set.
Author: László Erdős
Publisher: American Mathematical Soc.
ISBN: 1470436485
Category : Mathematics
Languages : en
Pages : 239
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Book Description
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.
Author: Kim Christensen
Publisher: Imperial College Press
ISBN: 186094504X
Category : Science
Languages : en
Pages : 412
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Book Description
This book provides a challenging and stimulating introduction to the contemporary topics of complexity and criticality, and explores their common basis of scale invariance, a central unifying theme of the book.Criticality refers to the behaviour of extended systems at a phase transition where scale invariance prevails. The many constituent microscopic parts bring about macroscopic phenomena that cannot be understood by considering a single part alone. The phenomenology of phase transitions is introduced by considering percolation, a simple model with a purely geometrical phase transition, thus enabling the reader to become intuitively familiar with concepts such as scale invariance and renormalisation. The Ising model is then introduced, which captures a thermodynamic phase transition from a disordered to an ordered system as the temperature is lowered in zero external field. By emphasising analogies between percolation and the Ising model, the reader's intuition of phase transitions is developed so that the underlying theoretical formalism may be appreciated fully. These equilibrium systems undergo a phase transition only if an external agent finely tunes certain external parameters to particular values.Besides fractals and phase transitions, there are many examples in Nature of the emergence of such complex behaviour in slowly driven non-equilibrium systems: earthquakes in seismic systems, avalanches in granular media and rainfall in the atmosphere. A class of non-equilibrium systems, not constrained by having to tune external parameters to obtain critical behaviour, is addressed in the framework of simple models, revealing that the repeated application of simple rules may spontaneously give rise to emergent complex behaviour not encoded in the rules themselves. The common basis of complexity and criticality is identified and applied to a range of non-equilibrium systems. Finally, the reader is invited to speculate whether self-organisation in non-equilibrium systems might be a unifying concept for disparate fields such as statistical mechanics, geophysics and atmospheric physics.Visit http: //www.complexityandcriticality.com for animations for the models in the book (available for Windows and Linux), solutions to exercises, as well as a list with corrections.
Author: Jun Tanimoto
Publisher: Springer
ISBN: 4431549625
Category : Business & Economics
Languages : en
Pages : 223
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Book Description
This book both summarizes the basic theory of evolutionary games and explains their developing applications, giving special attention to the 2-player, 2-strategy game. This game, usually termed a "2×2 game” in the jargon, has been deemed most important because it makes it possible to posit an archetype framework that can be extended to various applications for engineering, the social sciences, and even pure science fields spanning theoretical biology, physics, economics, politics, and information science. The 2×2 game is in fact one of the hottest issues in the field of statistical physics. The book first shows how the fundamental theory of the 2×2 game, based on so-called replicator dynamics, highlights its potential relation with nonlinear dynamical systems. This analytical approach implies that there is a gap between theoretical and reality-based prognoses observed in social systems of humans as well as in those of animal species. The book explains that this perceived gap is the result of an underlying reciprocity mechanism called social viscosity. As a second major point, the book puts a sharp focus on network reciprocity, one of the five fundamental mechanisms for adding social viscosity to a system and one that has been a great concern for study by statistical physicists in the past decade. The book explains how network reciprocity works for emerging cooperation, and readers can clearly understand the existence of substantial mechanics when the term "network reciprocity" is used. In the latter part of the book, readers will find several interesting examples in which evolutionary game theory is applied. One such example is traffic flow analysis. Traffic flow is one of the subjects that fluid dynamics can deal with, although flowing objects do not comprise a pure fluid but, rather, are a set of many particles. Applying the framework of evolutionary games to realistic traffic flows, the book reveals that social dilemma structures lie behind traffic flow.
Author: Michel Gaudin
Publisher: Cambridge University Press
ISBN: 1107783119
Category : Science
Languages : en
Pages : 341
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Book Description
Michel Gaudin's book La fonction d'onde de Bethe is a uniquely influential masterpiece on exactly solvable models of quantum mechanics and statistical physics. Available in English for the first time, this translation brings his classic work to a new generation of graduate students and researchers in physics. It presents a mixture of mathematics interspersed with powerful physical intuition, retaining the author's unmistakably honest tone. The book begins with the Heisenberg spin chain, starting from the coordinate Bethe Ansatz and culminating in a discussion of its thermodynamic properties. Delta-interacting bosons (the Lieb-Liniger model) are then explored, and extended to exactly solvable models associated to a reflection group. After discussing the continuum limit of spin chains, the book covers six- and eight-vertex models in extensive detail, from their lattice definition to their thermodynamics. Later chapters examine advanced topics such as multi-component delta-interacting systems, Gaudin magnets and the Toda chain.
Author: Patrik Fazekas
Publisher: World Scientific
ISBN: 9810224745
Category : Science
Languages : en
Pages : 794
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Book Description
Readership: Graduate students and researchers in condensed matter physics.
