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portada The Random Matrix Theory of the Classical Compact Groups: 218 (Cambridge Tracts in Mathematics)
Type
Physical Book
Author
Publisher
Year
2019
Language
English
Pages
224
Format
Hardcover
Dimensions
23.4 x 21.1 x 1.5 cm
Weight
0.41 kg.
ISBN13
9781108419529
Edition No.
1
Categories

The Random Matrix Theory of the Classical Compact Groups: 218 (Cambridge Tracts in Mathematics)

Elizabeth S. Meckes (Author) · Cambridge University Press · Hardcover

The Random Matrix Theory of the Classical Compact Groups: 218 (Cambridge Tracts in Mathematics) - Meckes, Elizabeth S.

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Synopsis "The Random Matrix Theory of the Classical Compact Groups: 218 (Cambridge Tracts in Mathematics) "

This is the first book to provide a comprehensive overview of foundational results and recent progress in the study of random matrices from the classical compact groups, drawing on the subject's deep connections to geometry, analysis, algebra, physics, and statistics. The book sets a foundation with an introduction to the groups themselves and six different constructions of Haar measure. Classical and recent results are then presented in a digested, accessible form, including the following: results on the joint distributions of the entries; an extensive treatment of eigenvalue distributions, including the Weyl integration formula, moment formulae, and limit theorems and large deviations for the spectral measures; concentration of measure with applications both within random matrix theory and in high dimensional geometry; and results on characteristic polynomials with connections to the Riemann zeta function. This book will be a useful reference for researchers and an accessible introduction for students in related fields.

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