Eigenvalue Distribution of Large Random Matrices

Released on by Leonid Andreevich Pastur
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  • Eigenvalue Distribution of Large Random Matrices Book Detail

  • Author : Leonid Andreevich Pastur
  • Release Date : 2011
  • Publisher : American Mathematical Soc.
  • Genre : Mathematics
  • Pages : 650
  • ISBN 13 : 082185285X
  • File Size : 16,16 MB
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Eigenvalue Distribution of Large Random Matrices by Leonid Andreevich Pastur PDF Summary

Book Description: Random matrix theory is a wide and growing field with a variety of concepts, results, and techniques and a vast range of applications in mathematics and the related sciences. The book, written by well-known experts, offers beginners a fairly balanced collection of basic facts and methods (Part 1 on classical ensembles) and presents experts with an exposition of recent advances in the subject (Parts 2 and 3 on invariant ensembles and ensembles with independent entries). The text includes many of the authors' results and methods on several main aspects of the theory, thus allowing them to present a unique and personal perspective on the subject and to cover many topics using a unified approach essentially based on the Stieltjes transform and orthogonal polynomials. The exposition is supplemented by numerous comments, remarks, and problems. This results in a book that presents a detailed and self-contained treatment of the basic random matrix ensembles and asymptotic regimes. This book will be an important reference for researchers in a variety of areas of mathematics and mathematical physics. Various chapters of the book can be used for graduate courses; the main prerequisite is a basic knowledge of calculus, linear algebra, and probability theory.

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