Description: Random Matrices : High Dimensional Phenomena, Paperback by Blower, Gordon, ISBN 0521133122, ISBN-13 9780521133128, Brand New, Free shipping in the US This book focuses on the behavior of large random matrices. Standard results are covered, and the presentation emphasizes elementary operator theory and differential equations, so as to be accessible to graduate students and other non-experts. The introductory chapters review material on Lie groups and probability measures in a style suitable for applications in random matrix theory. Later chapters use modern convexity theory to establish subtle results about the convergence of eigenvalue distributions as the size of the matrices increases. Random matrices are viewed as geometrical objects with large dimension. Th analyzes the concentration of measure phenomenon, which describes how measures behave on geometrical objects with large dimension. To prove such results for random matrices, th develops the modern theory of optimal transportation and proves the associated functional inequalities involving entropy and information. These include the logarithmic Sobolev inequality, which measures how fast some physical systems converge to equilibrium.
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Book Title: Random Matrices : High Dimensional Phenomena
Number of Pages: 448 Pages
Publication Name: Random Matrices: High Dimensional Phenomena
Language: English
Publisher: Cambridge University Press
Item Height: 0.9 in
Publication Year: 2009
Subject: Probability & Statistics / General, Matrices
Item Weight: 22.3 Oz
Type: Textbook
Subject Area: Mathematics
Item Length: 9 in
Author: Gordon Blower
Item Width: 5.9 in
Series: London Mathematical Society Lecture Note Ser.
Format: Trade Paperback
