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The Hermitian two matrix model with an even quartic potential / / Maurice Duits, Arno B.J. Kuijlaars, Man Yue Mo
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
Opac: Controlla la disponibilità qui
The Hermitian two matrix model with an even quartic potential / / Maurice Duits, Arno B.J. Kuijlaars, Man Yue Mo
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
Opac: Controlla la disponibilità qui
The Hermitian two matrix model with an even quartic potential / / Maurice Duits, Arno B.J. Kuijlaars, Man Yue Mo
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
Opac: Controlla la disponibilità qui
High-dimensional covariance matrix estimation : an introduction to random matrix theory / / Aygul Zagidullina
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
Opac: Controlla la disponibilità qui
High-dimensional covariance matrix estimation : an introduction to random matrix theory / / Aygul Zagidullina
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
Opac: Controlla la disponibilità qui
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
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
Opac: Controlla la disponibilità qui
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
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
Opac: Controlla la disponibilità qui
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
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
Opac: Controlla la disponibilità qui
Large random matrices : lectures on macroscopic asymptotics : Ecole d'Ete des Probabilites de Saint-Flour XXXVI - 2006 / / Alice Guionnet
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
Opac: Controlla la disponibilità qui
Log-gases and random matrices [[electronic resource] /] / P.J. Forrester
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
Opac: Controlla la disponibilità qui