Erdos, Laszlo
A Dynamical Approach to Random Matrix Theory
- ISBN 13:
- 9781470436483
- author:
- Erdos, Laszlo
- format:
- Paperback
- publisher:
- American Mathematical Society
- language:
- English
- Publication Year:
- 2017
- Pages:
- 226
- Dimensions:
- 25.4 x 17.8 centimetres (0.42 kg
- Genre:
- Science, Mathematics, Matrices,
- Condition:
- New
- Availability:
- Item usually sent within 10 working days
Description
A Dynamical Approach to Random Matrix Theory by László Erdős and Horng-Tzer Yau is a concise introduction to recent techniques for proving local spectral universality in large random matrices. This book focuses on the methods developed by the authors over the past few years, covering key concepts that are believed to be the core of these methods. The authors have aimed to make the book accessible to graduate students by keeping technicalities to a minimum and including basic notions and tools for high-dimensional analysis. Topics such as large deviation, entropy, Dirichlet form, and the logarithmic Sobolev inequality are covered in detail. The manuscript has been developed and continuously improved over five years, with the authors teaching this material in various graduate courses and summer schools. This book is a co-publication of the American Mathematical Society and the Courant Institute of Mathematical Sciences at New York University, and is part of a series that includes other titles from these institutions.
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