Random Matrices, Frobenius Eigenvalues, and Monodromy

Random Matrices, Frobenius Eigenvalues, and Monodromy

Author: Nicholas M. Katz

Publisher: American Mathematical Society

Published: 2023-11-13

Total Pages: 441

ISBN-13: 1470475073

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The main topic of this book is the deep relation between the spacings between zeros of zeta and $L$-functions and spacings between eigenvalues of random elements of large compact classical groups. This relation, the Montgomery-Odlyzko law, is shown to hold for wide classes of zeta and $L$-functions over finite fields. The book draws on and gives accessible accounts of many disparate areas of mathematics, from algebraic geometry, moduli spaces, monodromy, equidistribution, and the Weil conjectures, to probability theory on the compact classical groups in the limit as their dimension goes to infinity and related techniques from orthogonal polynomials and Fredholm determinants.


Random Matrices, Frobenius Eigenvalues, and Monodromy

Random Matrices, Frobenius Eigenvalues, and Monodromy

Author: Nicholas M. Katz

Publisher: American Mathematical Soc.

Published: 1999

Total Pages: 441

ISBN-13: 0821810170

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The main topic of this book is the deep relation between the spacings between zeros of zeta and L-functions and spacings between eigenvalues of random elements of large compact classical groups. This relation, the Montgomery-Odlyzko law, is shown to hold for wide classes of zeta and L-functions over finite fields. The book draws on and gives accessible accounts of many disparate areas of mathematics, from algebraic geometry, moduli spaces, monodromy, equidistribution, and the Weil conjectures, to probability theory on the compact classical groups in the limit as their dimension goes to infinity and related techniques from orthogonal polynomials and Fredholm determinants.


Frontiers in Analysis and Probability

Frontiers in Analysis and Probability

Author: Nalini Anantharaman

Publisher: Springer Nature

Published: 2020-11-21

Total Pages: 449

ISBN-13: 3030564096

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The volume presents extensive research devoted to a broad spectrum of mathematical analysis and probability theory. Subjects discussed in this Work are those treated in the so-called Strasbourg–Zürich Meetings. These meetings occur twice yearly in each of the cities, Strasbourg and Zürich, venues of vibrant mathematical communication and worldwide gatherings. The topical scope of the book includes the study of monochromatic random waves defined for general Riemannian manifolds, notions of entropy related to a compact manifold of negative curvature, interacting electrons in a random background, lp-cohomology (in degree one) of a graph and its connections with other topics, limit operators for circular ensembles, polyharmonic functions for finite graphs and Markov chains, the ETH-Approach to Quantum Mechanics, 2-dimensional quantum Yang–Mills theory, Gibbs measures of nonlinear Schrödinger equations, interfaces in spectral asymptotics and nodal sets. Contributions in this Work are composed by experts from the international community, who have presented the state-of-the-art research in the corresponding problems treated. This volume is expected to be a valuable resource to both graduate students and research mathematicians working in analysis, probability as well as their interconnections and applications.


Convexity and Concentration

Convexity and Concentration

Author: Eric Carlen

Publisher: Springer

Published: 2017-04-20

Total Pages: 620

ISBN-13: 1493970054

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This volume presents some of the research topics discussed at the 2014-2015 Annual Thematic Program Discrete Structures: Analysis and Applications at the Institute of Mathematics and its Applications during the Spring 2015 where geometric analysis, convex geometry and concentration phenomena were the focus. Leading experts have written surveys of research problems, making state of the art results more conveniently and widely available. The volume is organized into two parts. Part I contains those contributions that focus primarily on problems motivated by probability theory, while Part II contains those contributions that focus primarily on problems motivated by convex geometry and geometric analysis. This book will be of use to those who research convex geometry, geometric analysis and probability directly or apply such methods in other fields.


New Trends in Mathematical Physics

New Trends in Mathematical Physics

Author: Vladas Sidoravicius

Publisher: Springer Science & Business Media

Published: 2009-08-31

Total Pages: 886

ISBN-13: 9048128102

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This book collects selected papers written by invited and plenary speakers of the 15th International Congress on Mathematical Physics (ICMP) in the aftermath of the conference. In extensive review articles and expository texts as well as advanced research articles the world leading experts present the state of the art in modern mathematical physics. New mathematical concepts and ideas are introduced by prominent mathematicalphysicists and mathematicians, covering among others the fields of Dynamical Systems, Operator Algebras, Partial Differential Equations, Probability Theory, Random Matrices, Condensed Matter Physics, Statistical Mechanics, General Relativity, Quantum Mechanics, Quantum Field Theory, Quantum Information and String Theory. All together the contributions in this book give a panoramic view of the latest developments in mathematical physics. They will help readers with a general interest in mathematical physics to get an update on the most recent developments in their field, and give a broad overview on actual and future research directions in this fascinating and rapidly expanding area.


Integrable Systems: From Classical to Quantum

Integrable Systems: From Classical to Quantum

Author: John P. Harnad

Publisher: American Mathematical Soc.

Published: 2000

Total Pages: 282

ISBN-13: 0821820931

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This volume presents the papers based upon lectures given at the 1999 Séminaire de Mathémathiques Supérieurs held in Montreal. It includes contributions from many of the most active researchers in the field. This subject has been in a remarkably active state of development throughout the past three decades, resulting in new motivation for study in r s3risingly different directions. Beyond the intrinsic interest in the study of integrable models of many-particle systems, spin chains, lattice and field theory models at both the classical and the quantum level, and completely solvable models in statistical mechanics, there have been new applications in relation to a number of other fields of current interest. These fields include theoretical physics and pure mathematics, for example the Seiberg-Witten approach to supersymmetric Yang-Mills theory, the spectral theory of random matrices, topological models of quantum gravity, conformal field theory, mirror symmetry, quantum cohomology, etc. This collection gives a nice cross-section of the current state of the work in the area of integrable systems which is presented by some of the leading active researchers in this field. The scope and quality of the articles in this volume make this a valuable resource for those interested in an up-to-date introduction and an overview of many of the main areas of study in the theory of integral systems.


Stochastic Models, Information Theory, and Lie Groups, Volume 2

Stochastic Models, Information Theory, and Lie Groups, Volume 2

Author: Gregory S. Chirikjian

Publisher: Springer Science & Business Media

Published: 2011-11-16

Total Pages: 461

ISBN-13: 0817649441

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This unique two-volume set presents the subjects of stochastic processes, information theory, and Lie groups in a unified setting, thereby building bridges between fields that are rarely studied by the same people. Unlike the many excellent formal treatments available for each of these subjects individually, the emphasis in both of these volumes is on the use of stochastic, geometric, and group-theoretic concepts in the modeling of physical phenomena. Stochastic Models, Information Theory, and Lie Groups will be of interest to advanced undergraduate and graduate students, researchers, and practitioners working in applied mathematics, the physical sciences, and engineering. Extensive exercises, motivating examples, and real-world applications make the work suitable as a textbook for use in courses that emphasize applied stochastic processes or differential geometry.


Séminaire de Probabilités XLIII

Séminaire de Probabilités XLIII

Author: Catherine Donati Martin

Publisher: Springer Science & Business Media

Published: 2010-10-28

Total Pages: 511

ISBN-13: 3642152163

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This is a new volume of the Séminaire de Probabilités which is now in its 43rd year. Following the tradition, this volume contains about 20 original research and survey articles on topics related to stochastic analysis. It contains an advanced course of J. Picard on the representation formulae for fractional Brownian motion. The regular chapters cover a wide range of themes, such as stochastic calculus and stochastic differential equations, stochastic differential geometry, filtrations, analysis on Wiener space, random matrices and free probability, as well as mathematical finance. Some of the contributions were presented at the Journées de Probabilités held in Poitiers in June 2009.


Random Walks and Geometry

Random Walks and Geometry

Author: Vadim Kaimanovich

Publisher: Walter de Gruyter

Published: 2008-08-22

Total Pages: 545

ISBN-13: 3110198088

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Die jüngsten Entwicklungen zeigen, dass sich Wahrscheinlichkeitsverfahren zu einem sehr wirkungsvollen Werkzeug entwickelt haben, und das auf so unterschiedlichen Gebieten wie statistische Physik, dynamische Systeme, Riemann'sche Geometrie, Gruppentheorie, harmonische Analyse, Graphentheorie und Informatik.


Moments, Monodromy, and Perversity

Moments, Monodromy, and Perversity

Author: Nicholas M. Katz

Publisher: Princeton University Press

Published: 2005-10-02

Total Pages: 492

ISBN-13: 9780691123301

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It is now some thirty years since Deligne first proved his general equidistribution theorem, thus establishing the fundamental result governing the statistical properties of suitably "pure" algebro-geometric families of character sums over finite fields (and of their associated L-functions). Roughly speaking, Deligne showed that any such family obeys a "generalized Sato-Tate law," and that figuring out which generalized Sato-Tate law applies to a given family amounts essentially to computing a certain complex semisimple (not necessarily connected) algebraic group, the "geometric monodromy group" attached to that family. Up to now, nearly all techniques for determining geometric monodromy groups have relied, at least in part, on local information. In Moments, Monodromy, and Perversity, Nicholas Katz develops new techniques, which are resolutely global in nature. They are based on two vital ingredients, neither of which existed at the time of Deligne's original work on the subject. The first is the theory of perverse sheaves, pioneered by Goresky and MacPherson in the topological setting and then brilliantly transposed to algebraic geometry by Beilinson, Bernstein, Deligne, and Gabber. The second is Larsen's Alternative, which very nearly characterizes classical groups by their fourth moments. These new techniques, which are of great interest in their own right, are first developed and then used to calculate the geometric monodromy groups attached to some quite specific universal families of (L-functions attached to) character sums over finite fields.