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Record Nr. |
UNISA996466482503316 |
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Autore |
Guionnet Alice |
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Titolo |
Large Random Matrices: Lectures on Macroscopic Asymptotics [[electronic resource] ] : École d'Été de Probabilités de Saint-Flour XXXVI – 2006 / / by Alice Guionnet |
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Pubbl/distr/stampa |
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Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2009 |
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ISBN |
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Edizione |
[1st ed. 2009.] |
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Descrizione fisica |
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1 online resource (XII, 294 p. 13 illus.) |
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Collana |
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École d'Été de Probabilités de Saint-Flour, , 0721-5363 ; ; 1957 |
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Disciplina |
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Soggetti |
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Discrete mathematics |
Probabilities |
Algebra |
Matrix theory |
Functional analysis |
Combinatorics |
Discrete Mathematics |
Probability Theory and Stochastic Processes |
Linear and Multilinear Algebras, Matrix Theory |
Functional Analysis |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Bibliographic Level Mode of Issuance: Monograph |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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Wigner matrices and moments estimates -- Wigner#x2019;s theorem -- Wigner's matrices; more moments estimates -- Words in several independent Wigner matrices -- Wigner matrices and concentration inequalities -- Concentration inequalities and logarithmic Sobolev inequalities -- Generalizations -- Concentration inequalities for random matrices -- Matrix models -- Maps and Gaussian calculus -- First-order expansion -- Second-order expansion for the free energy -- Eigenvalues of Gaussian Wigner matrices and large deviations -- Large deviations for the law of the spectral measure of Gaussian Wigner's matrices -- Large Deviations of the Maximum Eigenvalue -- Stochastic calculus -- Stochastic analysis for random matrices -- Large deviation principle for the law of the spectral measure of shifted Wigner |
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