Large random matrices

Large random matrices
Author: Alice Guionnet
Publisher: Springer Science & Business Media
Total Pages: 296
Release: 2009-03-25
Genre: Mathematics
ISBN: 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.


Large random matrices
Language: en
Pages: 296
Authors: Alice Guionnet
Categories: Mathematics
Type: BOOK - Published: 2009-03-25 - Publisher: Springer Science & Business Media

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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 close
Eigenvalue Distribution of Large Random Matrices
Language: en
Pages: 650
Authors: Leonid Andreevich Pastur
Categories: Mathematics
Type: BOOK - Published: 2011 - Publisher: American Mathematical Soc.

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Random matrix theory is a wide and growing field with a variety of concepts, results, and techniques and a vast range of applications in mathematics and the rel
Spectral Analysis of Large Dimensional Random Matrices
Language: en
Pages: 560
Authors: Zhidong Bai
Categories: Mathematics
Type: BOOK - Published: 2009-12-10 - Publisher: Springer Science & Business Media

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The aim of the book is to introduce basic concepts, main results, and widely applied mathematical tools in the spectral analysis of large dimensional random mat
Large Random Matrices: Lectures on Macroscopic Asymptotics
Language: en
Pages: 296
Authors: Alice Guionnet
Categories: Mathematics
Type: BOOK - Published: 2009-04-20 - Publisher: Springer

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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
A First Course in Random Matrix Theory
Language: en
Pages: 371
Authors: Marc Potters
Categories: Computers
Type: BOOK - Published: 2020-12-03 - Publisher: Cambridge University Press

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An intuitive, up-to-date introduction to random matrix theory and free calculus, with real world illustrations and Big Data applications.