An Introduction to Random Matrices

An Introduction to Random Matrices

Author: Greg W. Anderson

Publisher: Cambridge University Press

Published: 2010

Total Pages: 507

ISBN-13: 0521194520

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A rigorous introduction to the basic theory of random matrices designed for graduate students with a background in probability theory.


Feynman's Operational Calculus and Beyond

Feynman's Operational Calculus and Beyond

Author: Gerald W. Johnson

Publisher: Oxford Mathematical Monographs

Published: 2015

Total Pages: 385

ISBN-13: 0198702493

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This book is aimed at providing a coherent, essentially self-contained, rigorous and comprehensive abstract theory of Feynman's operational calculus for noncommuting operators. Although it is inspired by Feynman's original heuristic suggestions and time-ordering rules in his seminal 1951 paper An operator calculus having applications in quantum electrodynamics, as will be made abundantly clear in the introduction (Chapter 1) and elsewhere in the text, the theory developed in this book also goes well beyond them in a number of directions which were not anticipated in Feynman's work. Hence, the second part of the main title of this book. The basic properties of the operational calculus are developed and certain algebraic and analytic properties of the operational calculus are explored. Also, the operational calculus will be seen to possess some pleasant stability properties. Furthermore, an evolution equation and a generalized integral equation obeyed by the operational calculus are discussed and connections with certain analytic Feynman integrals are noted. This volume is essentially self-contained and we only assume that the reader has a reasonable, graduate level, background in analysis, measure theory and functional analysis or operator theory. Much of the necessary remaining background is supplied in the text itself.


Lectures on Probability Theory and Statistics

Lectures on Probability Theory and Statistics

Author: M. Emery

Publisher: Springer

Published: 2007-05-06

Total Pages: 359

ISBN-13: 3540450297

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This volume contains lectures given at the Saint-Flour Summer School of Probability Theory during 17th Aug. - 3rd Sept. 1998. The contents of the three courses are the following: - Continuous martingales on differential manifolds. - Topics in non-parametric statistics. - Free probability theory. The reader is expected to have a graduate level in probability theory and statistics. This book is of interest to PhD students in probability and statistics or operators theory as well as for researchers in all these fields. The series of lecture notes from the Saint-Flour Probability Summer School can be considered as an encyclopedia of probability theory and related fields.


Large random matrices

Large random matrices

Author: Alice Guionnet

Publisher: Springer Science & Business Media

Published: 2009-03-25

Total Pages: 296

ISBN-13: 3540698965

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These lectures emphasize the relation between the problem of enumerating complicated graphs and the related large deviations questions. Such questions are closely related with the asymptotic distribution of matrices.


Oracle Inequalities in Empirical Risk Minimization and Sparse Recovery Problems

Oracle Inequalities in Empirical Risk Minimization and Sparse Recovery Problems

Author: Vladimir Koltchinskii

Publisher: Springer Science & Business Media

Published: 2011-07-29

Total Pages: 259

ISBN-13: 3642221467

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The purpose of these lecture notes is to provide an introduction to the general theory of empirical risk minimization with an emphasis on excess risk bounds and oracle inequalities in penalized problems. In recent years, there have been new developments in this area motivated by the study of new classes of methods in machine learning such as large margin classification methods (boosting, kernel machines). The main probabilistic tools involved in the analysis of these problems are concentration and deviation inequalities by Talagrand along with other methods of empirical processes theory (symmetrization inequalities, contraction inequality for Rademacher sums, entropy and generic chaining bounds). Sparse recovery based on l_1-type penalization and low rank matrix recovery based on the nuclear norm penalization are other active areas of research, where the main problems can be stated in the framework of penalized empirical risk minimization, and concentration inequalities and empirical processes tools have proved to be very useful.


Topics in Random Matrix Theory

Topics in Random Matrix Theory

Author: Terence Tao

Publisher: American Mathematical Soc.

Published: 2012-03-21

Total Pages: 298

ISBN-13: 0821874306

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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.


An Introduction to Matrix Concentration Inequalities

An Introduction to Matrix Concentration Inequalities

Author: Joel Tropp

Publisher:

Published: 2015-05-27

Total Pages: 256

ISBN-13: 9781601988386

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Random matrices now play a role in many areas of theoretical, applied, and computational mathematics. It is therefore desirable to have tools for studying random matrices that are flexible, easy to use, and powerful. Over the last fifteen years, researchers have developed a remarkable family of results, called matrix concentration inequalities, that achieve all of these goals. This monograph offers an invitation to the field of matrix concentration inequalities. It begins with some history of random matrix theory; it describes a flexible model for random matrices that is suitable for many problems; and it discusses the most important matrix concentration results. To demonstrate the value of these techniques, the presentation includes examples drawn from statistics, machine learning, optimization, combinatorics, algorithms, scientific computing, and beyond.


Xivth International Congress On Mathematical Physics

Xivth International Congress On Mathematical Physics

Author: Jean-claude Zambrini

Publisher: World Scientific

Published: 2006-03-07

Total Pages: 718

ISBN-13: 9814480762

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In 2003 the XIV International Congress on Mathematical Physics (ICMP) was held in Lisbon with more than 500 participants. Twelve plenary talks were given in various fields of Mathematical Physics: E Carlen «On the relation between the Master equation and the Boltzmann Equation in Kinetic Theory»; A Chenciner «Symmetries and “simple” solutions of the classical n-body problem»; M J Esteban «Relativistic models in atomic and molecular physics»; K Fredenhagen «Locally covariant quantum field theory»; K Gawedzki «Simple models of turbulent transport»; I Krichever «Algebraic versus Liouville integrability of the soliton systems»; R V Moody «Long-range order and diffraction in mathematical quasicrystals»; S Smirnov «Critical percolation and conformal invariance»; J P Solovej «The energy of charged matter»; V Schomerus «Strings through the microscope»; C Villani «Entropy production and convergence to equilibrium for the Boltzmann equation»; D Voiculescu «Aspects of free probability».The book collects as well carefully selected invited Session Talks in: Dynamical Systems, Integrable Systems and Random Matrix Theory, Condensed Matter Physics, Equilibrium Statistical Mechanics, Quantum Field Theory, Operator Algebras and Quantum Information, String and M Theory, Fluid Dynamics and Nonlinear PDE, General Relativity, Nonequilibrium Statistical Mechanics, Quantum Mechanics and Spectral Theory, Path Integrals and Stochastic Analysis.


Encyclopedia of Nonlinear Science

Encyclopedia of Nonlinear Science

Author: Alwyn Scott

Publisher: Routledge

Published: 2006-05-17

Total Pages: 1107

ISBN-13: 1135455589

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In 438 alphabetically-arranged essays, this work provides a useful overview of the core mathematical background for nonlinear science, as well as its applications to key problems in ecology and biological systems, chemical reaction-diffusion problems, geophysics, economics, electrical and mechanical oscillations in engineering systems, lasers and nonlinear optics, fluid mechanics and turbulence, and condensed matter physics, among others.