Random matrices : lectures on macroscopic asymptotics: École d'Été des Probabilités de Saint-Flour XXXVI – 2006

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. INDICE: Notation.- Introduction.- Part I Wigner matrices and moments estimates.- Part II Wigner matrices and concentration inequalities.- Part III Matrix models.- Part IV Eigenvalues of Gaussian Wigner matrices and large deviations.- Part V Stochastic Calculus.- Part VI Free probability.- Part VII Appendix.- References.- Index.

• ISBN: 978-3-540-69896-8
• Editorial: Springer
• Encuadernacion: Rústica
• Páginas: 325
• Fecha Publicación: 01/11/2008
• Nº Volúmenes: 1
• Idioma: Inglés