Read and Download eBook Full
Author: F. Mezzadri
Publisher: Cambridge University Press
Published: 2005-06-21
Total Pages: 530
ISBN-13: 0521620589
DOWNLOAD EBOOKProvides a grounding in random matrix techniques applied to analytic number theory.
Author: Greg W. Anderson
Publisher: Cambridge University Press
Published: 2010
Total Pages: 507
ISBN-13: 0521194520
DOWNLOAD EBOOKA rigorous introduction to the basic theory of random matrices designed for graduate students with a background in probability theory.
Author: László Erdős
Publisher: American Mathematical Soc.
Published: 2017-08-30
Total Pages: 239
ISBN-13: 1470436485
DOWNLOAD EBOOKA 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: J. B. Conrey
Publisher: Cambridge University Press
Published: 2007-02-08
Total Pages: 5
ISBN-13: 0521699649
DOWNLOAD EBOOKThis comprehensive volume introduces elliptic curves and the fundamentals of modeling by a family of random matrices.
Author: Grégory Schehr
Publisher: Oxford University Press
Published: 2017-08-15
Total Pages: 432
ISBN-13: 0192517864
DOWNLOAD EBOOKThe field of stochastic processes and Random Matrix Theory (RMT) has been a rapidly evolving subject during the last fifteen years. The continuous development and discovery of new tools, connections and ideas have led to an avalanche of new results. These breakthroughs have been made possible thanks, to a large extent, to the recent development of various new techniques in RMT. Matrix models have been playing an important role in theoretical physics for a long time and they are currently also a very active domain of research in mathematics. An emblematic example of these recent advances concerns the theory of growth phenomena in the Kardar-Parisi-Zhang (KPZ) universality class where the joint efforts of physicists and mathematicians during the last twenty years have unveiled the beautiful connections between this fundamental problem of statistical mechanics and the theory of random matrices, namely the fluctuations of the largest eigenvalue of certain ensembles of random matrices. This text not only covers this topic in detail but also presents more recent developments that have emerged from these discoveries, for instance in the context of low dimensional heat transport (on the physics side) or integrable probability (on the mathematical side).
Author: Peter J. Forrester
Publisher: Princeton University Press
Published: 2010-07-01
Total Pages: 808
ISBN-13: 1400835410
DOWNLOAD EBOOKRandom matrix theory, both as an application and as a theory, has evolved rapidly over the past fifteen years. Log-Gases and Random Matrices gives a comprehensive account of these developments, emphasizing log-gases as a physical picture and heuristic, as well as covering topics such as beta ensembles and Jack polynomials. Peter Forrester presents an encyclopedic development of log-gases and random matrices viewed as examples of integrable or exactly solvable systems. Forrester develops not only the application and theory of Gaussian and circular ensembles of classical random matrix theory, but also of the Laguerre and Jacobi ensembles, and their beta extensions. Prominence is given to the computation of a multitude of Jacobians; determinantal point processes and orthogonal polynomials of one variable; the Selberg integral, Jack polynomials, and generalized hypergeometric functions; Painlevé transcendents; macroscopic electrostatistics and asymptotic formulas; nonintersecting paths and models in statistical mechanics; and applications of random matrix theory. This is the first textbook development of both nonsymmetric and symmetric Jack polynomial theory, as well as the connection between Selberg integral theory and beta ensembles. The author provides hundreds of guided exercises and linked topics, making Log-Gases and Random Matrices an indispensable reference work, as well as a learning resource for all students and researchers in the field.
Author: Elizabeth S. Meckes
Publisher: Cambridge University Press
Published: 2019-08-01
Total Pages: 225
ISBN-13: 1108317995
DOWNLOAD EBOOKThis is the first book to provide a comprehensive overview of foundational results and recent progress in the study of random matrices from the classical compact groups, drawing on the subject's deep connections to geometry, analysis, algebra, physics, and statistics. The book sets a foundation with an introduction to the groups themselves and six different constructions of Haar measure. Classical and recent results are then presented in a digested, accessible form, including the following: results on the joint distributions of the entries; an extensive treatment of eigenvalue distributions, including the Weyl integration formula, moment formulae, and limit theorems and large deviations for the spectral measures; concentration of measure with applications both within random matrix theory and in high dimensional geometry; and results on characteristic polynomials with connections to the Riemann zeta function. This book will be a useful reference for researchers and an accessible introduction for students in related fields.
Author: Terence Tao
Publisher: American Mathematical Soc.
Published: 2012-03-21
Total Pages: 298
ISBN-13: 0821874306
DOWNLOAD EBOOKThe 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: Zhonggen Su
Publisher: World Scientific
Published: 2015-04-20
Total Pages: 284
ISBN-13: 9814612243
DOWNLOAD EBOOKThis book is aimed at graduate students and researchers who are interested in the probability limit theory of random matrices and random partitions. It mainly consists of three parts. Part I is a brief review of classical central limit theorems for sums of independent random variables, martingale differences sequences and Markov chains, etc. These classical theorems are frequently used in the study of random matrices and random partitions. Part II concentrates on the asymptotic distribution theory of Circular Unitary Ensemble and Gaussian Unitary Ensemble, which are prototypes of random matrix theory. It turns out that the classical central limit theorems and methods are applicable in describing asymptotic distributions of various eigenvalue statistics. This is attributed to the nice algebraic structures of models. This part also studies the Circular β Ensembles and Hermitian β Ensembles. Part III is devoted to the study of random uniform and Plancherel partitions. There is a surprising similarity between random matrices and random integer partitions from the viewpoint of asymptotic distribution theory, though it is difficult to find any direct link between the two finite models. A remarkable point is the conditioning argument in each model. Through enlarging the probability space, we run into independent geometric random variables as well as determinantal point processes with discrete Bessel kernels.This book treats only second-order normal fluctuations for primary random variables from two classes of special random models. It is written in a clear, concise and pedagogical way. It may be read as an introductory text to further study probability theory of general random matrices, random partitions and even random point processes.
Author: Dzmitry Badziahin
Publisher: Cambridge University Press
Published: 2016-11-10
Total Pages: 341
ISBN-13: 1316817776
DOWNLOAD EBOOKWritten by leading experts, this book explores several directions of current research at the interface between dynamics and analytic number theory. Topics include Diophantine approximation, exponential sums, Ramsey theory, ergodic theory and homogeneous dynamics. The origins of this material lie in the 'Dynamics and Analytic Number Theory' Easter School held at Durham University in 2014. Key concepts, cutting-edge results, and modern techniques that play an essential role in contemporary research are presented in a manner accessible to young researchers, including PhD students. This book will also be useful for established mathematicians. The areas discussed include ubiquitous systems and Cantor-type sets in Diophantine approximation, flows on nilmanifolds and their connections with exponential sums, multiple recurrence and Ramsey theory, counting and equidistribution problems in homogeneous dynamics, and applications of thin groups in number theory. Both dynamical and 'classical' approaches towards number theoretical problems are also provided.
