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Author: Fumio Hiai
Publisher: American Mathematical Soc.
ISBN: 0821841351
Category : Mathematics
Languages : en
Pages : 389
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Book Description
The book treats free probability theory, which has been extensively developed since the early 1980s. The emphasis is put on entropy and the random matrix model approach. The volume is a unique presentation demonstrating the extensive interrelation between the topics. Wigner's theorem and its broad generalizations, such as asymptotic freeness of independent matrices, are explained in detail. Consistent throughout the book is the parallelism between the normal and semicircle laws. Voiculescu's multivariate free entropy theory is presented with full proofs and extends the results to unitary operators. Some applications to operator algebras are also given. Based on lectures given by the authors in Hungary, Japan, and Italy, the book is a good reference for mathematicians interested in free probability theory and can serve as a text for an advanced graduate course. This book brings together both new material and recent surveys on some topics in differential equations that are either directly relevant to, or closely associated with, mathematical physics. Its topics include asymptotic formulas for the ground-state energy of fermionic gas, renormalization ideas in quantum field theory from perturbations of the free Hamiltonian on the circle, $J$-selfadjoint Dirac operators, spectral theory of Schrodinger operators, inverse problems, isoperimetric inequalities in quantum mechanics, Hardy inequalities, and non-adiabatic transitions. Excellent survey articles on Dirichlet-Neumann inverse problems on manifolds (by Uhlmann), numerical investigations associated with Laplacian eigenvalues on planar regions (by Trefethen), Snell's law and propagation of singularities in the wave equation (by Vasy), random operators on tree graphs (by Aizenmann) make this book interesting and valuable for graduate students, young mathematicians, and physicists alike.
Author: Fumio Hiai
Publisher: American Mathematical Soc.
ISBN: 0821841351
Category : Mathematics
Languages : en
Pages : 389
Get Book Here
Book Description
The book treats free probability theory, which has been extensively developed since the early 1980s. The emphasis is put on entropy and the random matrix model approach. The volume is a unique presentation demonstrating the extensive interrelation between the topics. Wigner's theorem and its broad generalizations, such as asymptotic freeness of independent matrices, are explained in detail. Consistent throughout the book is the parallelism between the normal and semicircle laws. Voiculescu's multivariate free entropy theory is presented with full proofs and extends the results to unitary operators. Some applications to operator algebras are also given. Based on lectures given by the authors in Hungary, Japan, and Italy, the book is a good reference for mathematicians interested in free probability theory and can serve as a text for an advanced graduate course. This book brings together both new material and recent surveys on some topics in differential equations that are either directly relevant to, or closely associated with, mathematical physics. Its topics include asymptotic formulas for the ground-state energy of fermionic gas, renormalization ideas in quantum field theory from perturbations of the free Hamiltonian on the circle, $J$-selfadjoint Dirac operators, spectral theory of Schrodinger operators, inverse problems, isoperimetric inequalities in quantum mechanics, Hardy inequalities, and non-adiabatic transitions. Excellent survey articles on Dirichlet-Neumann inverse problems on manifolds (by Uhlmann), numerical investigations associated with Laplacian eigenvalues on planar regions (by Trefethen), Snell's law and propagation of singularities in the wave equation (by Vasy), random operators on tree graphs (by Aizenmann) make this book interesting and valuable for graduate students, young mathematicians, and physicists alike.
Author: Dan V. Voiculescu
Publisher: American Mathematical Soc.
ISBN: 0821811401
Category : Mathematics
Languages : en
Pages : 80
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Book Description
This book presents the first comprehensive introduction to free probability theory, a highly noncommutative probability theory with independence based on free products instead of tensor products. Basic examples of this kind of theory are provided by convolution operators on free groups and by the asymptotic behavior of large Gaussian random matrices. The probabilistic approach to free products has led to a recent surge of new results on the von Neumann algebras of free groups. The book is ideally suited as a textbook for an advanced graduate course and could also provide material for a seminar. In addition to researchers and graduate students in mathematics, this book will be of interest to physicists and others who use random matrices.
Author: James A. Mingo
Publisher: Springer
ISBN: 1493969420
Category : Mathematics
Languages : en
Pages : 343
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Book Description
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.
Author: Giacomo Livan
Publisher: Springer
ISBN: 3319708856
Category : Science
Languages : en
Pages : 122
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Book Description
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.
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: V.L. Girko
Publisher: Springer Science & Business Media
ISBN: 9400918585
Category : Mathematics
Languages : en
Pages : 703
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Book Description
'Et mm. ..., si j'avait su comment en revenir, One service mathematics has rendered the je n'y serais point all':'' human race. It has put common sense back Jules Verne where it belongs, on the topmost shelf IIClI.t to the dusty canister labelled 'discarded non- The series is divergent; therefore we may be sense'. able to do something with it. Eric T. Bell O. Heaviside Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and non linearities abound. Similarly, all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service topology has rendered mathematical physics .. .'; 'One service logic has rendered com puter science .. .'; 'One service category theory has rendered mathematics .. .'. All arguably true. And all statements obtainable this way form part of the raison d'etre of this series.
Author: Greg W. Anderson
Publisher: Cambridge University Press
ISBN: 0521194520
Category : Mathematics
Languages : en
Pages : 507
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Book Description
A rigorous introduction to the basic theory of random matrices designed for graduate students with a background in probability theory.
Author: Alexandru Nica
Publisher: Cambridge University Press
ISBN: 0521858526
Category : Mathematics
Languages : en
Pages : 430
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Book Description
This 2006 book is a self-contained introduction to free probability theory suitable for an introductory graduate level course.
Author: Terence Tao
Publisher: American Mathematical Soc.
ISBN: 0821874306
Category : Mathematics
Languages : en
Pages : 298
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Book Description
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.
Author: Marc Potters
Publisher: Cambridge University Press
ISBN: 1108488080
Category : Computers
Languages : en
Pages : 371
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Book Description
An intuitive, up-to-date introduction to random matrix theory and free calculus, with real world illustrations and Big Data applications.
