03534nam 2200565Ia 450 991048391450332120200520144314.03-540-69897-310.1007/978-3-540-69897-5(CKB)1000000000718095(DE-He213)978-3-540-69897-5(SSID)ssj0000318616(PQKBManifestationID)11239942(PQKBTitleCode)TC0000318616(PQKBWorkID)10310827(PQKB)10037290(MiAaPQ)EBC3064144(PPN)134129989(EXLCZ)99100000000071809520081208d2009 uy 0engurnn|008mamaatxtrdacontentcrdamediacrrdacarrierLarge random matrices lectures on macroscopic asymptotics : Ecole d'Ete des Probabilites de Saint-Flour XXXVI - 2006 /Alice Guionnet1st ed. 2009.Berlin ;London Springer20091 online resource (XII, 294 p. 13 illus.) Lecture notes in mathematics (Springer-Verlag) ;1957Bibliographic Level Mode of Issuance: Monograph3-540-69896-5 Includes bibliographical references and index.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 matrices -- Asymptotics of Harish-Chandra-Itzykson-Zuber integrals and of Schur polynomials -- Asymptotics of some matrix integrals -- Free probability -- Free probability setting -- Freeness -- Free entropy -- Basics of matrices -- Basics of probability theory.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 the problem of enumerating complicated graphs, and the related large deviations questions. Such questions are also closely related with the asymptotic distribution of matrices, which is naturally defined in the context of free probability and operator algebra. The material of this volume is based on a series of nine lectures given at the Saint-Flour Probability Summer School 2006. Lectures were also given by Maury Bramson and Steffen Lauritzen.Lecture notes in mathematics (Springer-Verlag) ;1957.Random matricesCongressesAsymptotic expansionsCongressesRandom matricesAsymptotic expansions512.9434Guionnet Alice472372Ecole d'été de probabilités de Saint-Flour(36th :2006)MiAaPQMiAaPQMiAaPQBOOK9910483914503321Large random matrices230205UNINA