The Hermitian two matrix model with an even quartic potential / / Maurice Duits, Arno B.J. Kuijlaars, Man Yue Mo |
Autore | Duits Maurice |
Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , 2011 |
Descrizione fisica | 1 online resource (105 p.) |
Disciplina | 512.7/4 |
Collana | Memoirs of the American Mathematical Society |
Soggetto topico |
Boundary value problems
Hermitian structures Eigenvalues Random matrices |
Soggetto genere / forma | Electronic books. |
ISBN | 0-8218-8756-4 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
""Contents""; ""Abstract""; ""Chapter 1. Introduction and Statement of Results""; ""1.1. Hermitian two matrix model""; ""1.2. Background""; ""1.3. Vector equilibrium problem""; ""1.4. Solution of vector equilibrium problem""; ""1.5. Classification into cases""; ""1.6. Limiting mean eigenvalue distribution""; ""1.7. About the proof of Theorem 1.4""; ""1.8. Singular cases""; ""Chapter 2. Preliminaries and the Proof of Lemma 1.2""; ""2.1. Saddle point equation and functions sj""; ""2.2. Values at the saddles and functions j""; ""2.3. Large z asymptotics""; ""2.4. Two special integrals""
""2.5. Proof of Lemma 1.2""""Chapter 3. Proof of Theorem 1.1""; ""3.1. Results from potential theory""; ""3.2. Equilibrium problem for 3""; ""3.3. Equilibrium problem for 1""; ""3.4. Equilibrium problem for 2""; ""3.5. Uniqueness of the minimizer""; ""3.6. Existence of the minimizer""; ""3.7. Proof of Theorem 1.1""; ""Chapter 4. A Riemann Surface""; ""4.1. The g-functions""; ""4.2. Riemann surface R and -functions""; ""4.3. Properties of the functions""; ""4.4. The functions""; ""Chapter 5. Pearcey Integrals and the First Transformation""; ""5.1. Definitions""; ""5.2. Large z asymptotics"" ""5.3. First transformation: Y X""""5.4. RH problem for X""; ""Chapter 6. Second Transformation X U""; ""6.1. Definition of second transformation""; ""6.2. Asymptotic behavior of U""; ""6.3. Jump matrices for U""; ""6.4. RH problem for U""; ""Chapter 7. Opening of Lenses""; ""7.1. Third transformation U T""; ""7.2. RH problem for T""; ""7.3. Jump matrices for T""; ""7.4. Fourth transformation T S""; ""7.5. RH problem for S""; ""7.6. Behavior of jumps as n ""; ""Chapter 8. Global Parametrix""; ""8.1. Statement of RH problem""; ""8.2. Riemann surface as an M-curve"" ""8.3. Canonical homology basis""""8.4. Meromorphic differentials""; ""8.5. Definition and properties of functions uj""; ""8.6. Definition and properties of functions vj""; ""8.7. The first row of M""; ""8.8. The other rows of M""; ""Chapter 9. Local Parametrices and Final Transformation""; ""9.1. Local parametrices""; ""9.2. Final transformation""; ""9.3. Proof of Theorem 1.4""; ""Bibliography""; ""Index"" |
Record Nr. | UNINA-9910479996103321 |
Duits Maurice | ||
Providence, Rhode Island : , : American Mathematical Society, , 2011 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
The Hermitian two matrix model with an even quartic potential / / Maurice Duits, Arno B.J. Kuijlaars, Man Yue Mo |
Autore | Duits Maurice |
Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , 2011 |
Descrizione fisica | 1 online resource (105 p.) |
Disciplina | 512.7/4 |
Collana | Memoirs of the American Mathematical Society |
Soggetto topico |
Boundary value problems
Hermitian structures Eigenvalues Random matrices |
ISBN | 0-8218-8756-4 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
""Contents""; ""Abstract""; ""Chapter 1. Introduction and Statement of Results""; ""1.1. Hermitian two matrix model""; ""1.2. Background""; ""1.3. Vector equilibrium problem""; ""1.4. Solution of vector equilibrium problem""; ""1.5. Classification into cases""; ""1.6. Limiting mean eigenvalue distribution""; ""1.7. About the proof of Theorem 1.4""; ""1.8. Singular cases""; ""Chapter 2. Preliminaries and the Proof of Lemma 1.2""; ""2.1. Saddle point equation and functions sj""; ""2.2. Values at the saddles and functions j""; ""2.3. Large z asymptotics""; ""2.4. Two special integrals""
""2.5. Proof of Lemma 1.2""""Chapter 3. Proof of Theorem 1.1""; ""3.1. Results from potential theory""; ""3.2. Equilibrium problem for 3""; ""3.3. Equilibrium problem for 1""; ""3.4. Equilibrium problem for 2""; ""3.5. Uniqueness of the minimizer""; ""3.6. Existence of the minimizer""; ""3.7. Proof of Theorem 1.1""; ""Chapter 4. A Riemann Surface""; ""4.1. The g-functions""; ""4.2. Riemann surface R and -functions""; ""4.3. Properties of the functions""; ""4.4. The functions""; ""Chapter 5. Pearcey Integrals and the First Transformation""; ""5.1. Definitions""; ""5.2. Large z asymptotics"" ""5.3. First transformation: Y X""""5.4. RH problem for X""; ""Chapter 6. Second Transformation X U""; ""6.1. Definition of second transformation""; ""6.2. Asymptotic behavior of U""; ""6.3. Jump matrices for U""; ""6.4. RH problem for U""; ""Chapter 7. Opening of Lenses""; ""7.1. Third transformation U T""; ""7.2. RH problem for T""; ""7.3. Jump matrices for T""; ""7.4. Fourth transformation T S""; ""7.5. RH problem for S""; ""7.6. Behavior of jumps as n ""; ""Chapter 8. Global Parametrix""; ""8.1. Statement of RH problem""; ""8.2. Riemann surface as an M-curve"" ""8.3. Canonical homology basis""""8.4. Meromorphic differentials""; ""8.5. Definition and properties of functions uj""; ""8.6. Definition and properties of functions vj""; ""8.7. The first row of M""; ""8.8. The other rows of M""; ""Chapter 9. Local Parametrices and Final Transformation""; ""9.1. Local parametrices""; ""9.2. Final transformation""; ""9.3. Proof of Theorem 1.4""; ""Bibliography""; ""Index"" |
Record Nr. | UNINA-9910788618003321 |
Duits Maurice | ||
Providence, Rhode Island : , : American Mathematical Society, , 2011 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
The Hermitian two matrix model with an even quartic potential / / Maurice Duits, Arno B.J. Kuijlaars, Man Yue Mo |
Autore | Duits Maurice |
Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , 2011 |
Descrizione fisica | 1 online resource (105 p.) |
Disciplina | 512.7/4 |
Collana | Memoirs of the American Mathematical Society |
Soggetto topico |
Boundary value problems
Hermitian structures Eigenvalues Random matrices |
ISBN | 0-8218-8756-4 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
""Contents""; ""Abstract""; ""Chapter 1. Introduction and Statement of Results""; ""1.1. Hermitian two matrix model""; ""1.2. Background""; ""1.3. Vector equilibrium problem""; ""1.4. Solution of vector equilibrium problem""; ""1.5. Classification into cases""; ""1.6. Limiting mean eigenvalue distribution""; ""1.7. About the proof of Theorem 1.4""; ""1.8. Singular cases""; ""Chapter 2. Preliminaries and the Proof of Lemma 1.2""; ""2.1. Saddle point equation and functions sj""; ""2.2. Values at the saddles and functions j""; ""2.3. Large z asymptotics""; ""2.4. Two special integrals""
""2.5. Proof of Lemma 1.2""""Chapter 3. Proof of Theorem 1.1""; ""3.1. Results from potential theory""; ""3.2. Equilibrium problem for 3""; ""3.3. Equilibrium problem for 1""; ""3.4. Equilibrium problem for 2""; ""3.5. Uniqueness of the minimizer""; ""3.6. Existence of the minimizer""; ""3.7. Proof of Theorem 1.1""; ""Chapter 4. A Riemann Surface""; ""4.1. The g-functions""; ""4.2. Riemann surface R and -functions""; ""4.3. Properties of the functions""; ""4.4. The functions""; ""Chapter 5. Pearcey Integrals and the First Transformation""; ""5.1. Definitions""; ""5.2. Large z asymptotics"" ""5.3. First transformation: Y X""""5.4. RH problem for X""; ""Chapter 6. Second Transformation X U""; ""6.1. Definition of second transformation""; ""6.2. Asymptotic behavior of U""; ""6.3. Jump matrices for U""; ""6.4. RH problem for U""; ""Chapter 7. Opening of Lenses""; ""7.1. Third transformation U T""; ""7.2. RH problem for T""; ""7.3. Jump matrices for T""; ""7.4. Fourth transformation T S""; ""7.5. RH problem for S""; ""7.6. Behavior of jumps as n ""; ""Chapter 8. Global Parametrix""; ""8.1. Statement of RH problem""; ""8.2. Riemann surface as an M-curve"" ""8.3. Canonical homology basis""""8.4. Meromorphic differentials""; ""8.5. Definition and properties of functions uj""; ""8.6. Definition and properties of functions vj""; ""8.7. The first row of M""; ""8.8. The other rows of M""; ""Chapter 9. Local Parametrices and Final Transformation""; ""9.1. Local parametrices""; ""9.2. Final transformation""; ""9.3. Proof of Theorem 1.4""; ""Bibliography""; ""Index"" |
Record Nr. | UNINA-9910828788403321 |
Duits Maurice | ||
Providence, Rhode Island : , : American Mathematical Society, , 2011 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
High-dimensional covariance matrix estimation : an introduction to random matrix theory / / Aygul Zagidullina |
Autore | Zagidullina Aygul |
Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2021] |
Descrizione fisica | 1 online resource (123 pages) |
Disciplina | 512.9434 |
Collana | SpringerBriefs in Applied Statistics and Econometrics |
Soggetto topico |
Random matrices
Asymptotic efficiencies (Statistics) Multivariate analysis Matrius aleatòries Anàlisi multivariable |
Soggetto genere / forma | Llibres electrònics |
ISBN | 3-030-80065-2 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNISA-996466409803316 |
Zagidullina Aygul | ||
Cham, Switzerland : , : Springer, , [2021] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. di Salerno | ||
|
High-dimensional covariance matrix estimation : an introduction to random matrix theory / / Aygul Zagidullina |
Autore | Zagidullina Aygul |
Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2021] |
Descrizione fisica | 1 online resource (123 pages) |
Disciplina | 512.9434 |
Collana | SpringerBriefs in Applied Statistics and Econometrics |
Soggetto topico |
Random matrices
Asymptotic efficiencies (Statistics) Multivariate analysis Matrius aleatòries Anàlisi multivariable |
Soggetto genere / forma | Llibres electrònics |
ISBN | 3-030-80065-2 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910508455703321 |
Zagidullina Aygul | ||
Cham, Switzerland : , : Springer, , [2021] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Integrable systems and random matrices : in honor of Percy Deift : Conference on Integrable Systems, Random Matrices, and Applications in Honor of Percy Deift's 60th birthday, May 22-26, 2006, Courant Institute of Mathematical Sciences, New York University, New York / / Jinho Baik [and four others], editors |
Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , [2008] |
Descrizione fisica | 1 online resource (448 p.) |
Disciplina | 515/.39 |
Collana | Contemporary mathematics |
Soggetto topico |
Hamiltonian systems
Random matrices |
Soggetto genere / forma | Electronic books. |
ISBN |
0-8218-8137-X
0-8218-4240-4 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Universality in unitary random matrix ensembles when the soft edge meets the hard edge""""A new approach to universality limits at the edge of the spectrum""; ""On the gap probability generating function at the spectrum edge in the case of orthogonal symmetry""; ""An interpolation between Airy and Pearcey processes""; ""The universal Airy1 and Airy2 processes in the Totally Asymmetric Simple Exclusion Process""; ""On some special directed last-passage percolation models""; ""Discrete spacetime and its applications""; ""The Arctic Circle Revisited"" |
Record Nr. | UNINA-9910480999903321 |
Providence, Rhode Island : , : American Mathematical Society, , [2008] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Integrable systems and random matrices : in honor of Percy Deift : Conference on Integrable Systems, Random Matrices, and Applications in Honor of Percy Deift's 60th birthday, May 22-26, 2006, Courant Institute of Mathematical Sciences, New York University, New York / / Jinho Baik [and four others], editors |
Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , [2008] |
Descrizione fisica | 1 online resource (448 p.) |
Disciplina | 515/.39 |
Collana | Contemporary mathematics |
Soggetto topico |
Hamiltonian systems
Random matrices |
ISBN |
0-8218-8137-X
0-8218-4240-4 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Universality in unitary random matrix ensembles when the soft edge meets the hard edge""""A new approach to universality limits at the edge of the spectrum""; ""On the gap probability generating function at the spectrum edge in the case of orthogonal symmetry""; ""An interpolation between Airy and Pearcey processes""; ""The universal Airy1 and Airy2 processes in the Totally Asymmetric Simple Exclusion Process""; ""On some special directed last-passage percolation models""; ""Discrete spacetime and its applications""; ""The Arctic Circle Revisited"" |
Record Nr. | UNINA-9910788794803321 |
Providence, Rhode Island : , : American Mathematical Society, , [2008] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Integrable systems and random matrices : in honor of Percy Deift : Conference on Integrable Systems, Random Matrices, and Applications in Honor of Percy Deift's 60th birthday, May 22-26, 2006, Courant Institute of Mathematical Sciences, New York University, New York / / Jinho Baik [and four others], editors |
Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , [2008] |
Descrizione fisica | 1 online resource (448 p.) |
Disciplina | 515/.39 |
Collana | Contemporary mathematics |
Soggetto topico |
Hamiltonian systems
Random matrices |
ISBN |
0-8218-8137-X
0-8218-4240-4 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Universality in unitary random matrix ensembles when the soft edge meets the hard edge""""A new approach to universality limits at the edge of the spectrum""; ""On the gap probability generating function at the spectrum edge in the case of orthogonal symmetry""; ""An interpolation between Airy and Pearcey processes""; ""The universal Airy1 and Airy2 processes in the Totally Asymmetric Simple Exclusion Process""; ""On some special directed last-passage percolation models""; ""Discrete spacetime and its applications""; ""The Arctic Circle Revisited"" |
Record Nr. | UNINA-9910814064303321 |
Providence, Rhode Island : , : American Mathematical Society, , [2008] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Large random matrices : lectures on macroscopic asymptotics : Ecole d'Ete des Probabilites de Saint-Flour XXXVI - 2006 / / Alice Guionnet |
Edizione | [1st ed. 2009.] |
Pubbl/distr/stampa | Berlin ; ; London, : Springer, 2009 |
Descrizione fisica | 1 online resource (XII, 294 p. 13 illus.) |
Disciplina | 512.9434 |
Altri autori (Persone) | GuionnetAlice |
Collana | Lecture notes in mathematics (Springer-Verlag) |
Soggetto topico |
Random matrices
Asymptotic expansions |
ISBN | 3-540-69897-3 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | 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. |
Record Nr. | UNINA-9910483914503321 |
Berlin ; ; London, : Springer, 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Log-gases and random matrices [[electronic resource] /] / P.J. Forrester |
Autore | Forrester Peter (Peter John) |
Edizione | [Course Book] |
Pubbl/distr/stampa | Princeton, : Princeton University Press, c2010 |
Descrizione fisica | 1 online resource (806 p.) |
Disciplina | 519.2 |
Collana | London Mathematical Society monographs |
Soggetto topico |
Random matrices
Jacobi polynomials Integral theorems |
Soggetto genere / forma | Electronic books. |
ISBN |
1-282-64174-3
9786612641749 1-4008-3541-0 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Frontmatter -- Preface -- Contents -- Chapter One. Gaussian Matrix Ensembles -- Chapter Two. Circular Ensembles -- Chapter Three. Laguerre And Jacobi Ensembles -- Chapter Four. The Selberg Integral -- Chapter Five. Correlation functions at β = 2 -- Chapter Six. Correlation Functions At β= 1 And 4 -- Chapter Seven. Scaled limits at β = 1, 2 and 4 -- Chapter Eight. Eigenvalue probabilities - Painlevé systems approach -- Chapter Nine. Eigenvalue probabilities- Fredholm determinant approach -- Chapter Ten. Lattice paths and growth models -- Chapter Eleven. The Calogero-Sutherland model -- Chapter Twelve. Jack polynomials -- Chapter Thirteen. Correlations for general β -- Chapter Fourteen. Fluctuation formulas and universal behavior of correlations -- Chapter Fifteen. The two-dimensional one-component plasma -- Bibliography -- Index |
Record Nr. | UNINA-9910459302903321 |
Forrester Peter (Peter John) | ||
Princeton, : Princeton University Press, c2010 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|