View in EDS PDF Full Text

Random Matrices: High Dimensional Phenomena

Saved in:
Bibliographic Details
Title: Random Matrices: High Dimensional Phenomena
Description: This book focuses on the behaviour 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. The book analyzes the concentration of measure phenomenon, which describes how measures behave on geometrical objects with large dimension. To prove such results for random matrices, the book 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.
Authors: Gordon Blower
Resource Type: eBook.
Subjects: Random matrices
Categories: MATHEMATICS / Matrices
Database: eBook Collection (EBSCOhost)
FullText Links:
  – Type: ebook-pdf
Text:
  Availability: 0
Header DbId: nlebk
DbLabel: eBook Collection (EBSCOhost)
An: 399264
RelevancyScore: 1025
AccessLevel: 6
PubType: eBook
PubTypeId: ebook
PreciseRelevancyScore: 1024.62744140625
IllustrationInfo
ImageInfo – Size: thumb
  Target: https://rps2images.ebscohost.com/rpsweb/othumb?id=NL$399264$PDF&s=r
– Size: medium
  Target: https://rps2images.ebscohost.com/rpsweb/othumb?id=NL$399264$PDF&s=d
Items – Name: Title
  Label: Title
  Group: Ti
  Data: Random Matrices: High Dimensional Phenomena
– Name: Abstract
  Label: Description
  Group: Ab
  Data: This book focuses on the behaviour 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. The book analyzes the concentration of measure phenomenon, which describes how measures behave on geometrical objects with large dimension. To prove such results for random matrices, the book 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.
– Name: Author
  Label: Authors
  Group: Au
  Data: <searchLink fieldCode="AR" term="%22Gordon+Blower%22">Gordon Blower</searchLink>
– Name: TypePub
  Label: Resource Type
  Group: TypPub
  Data: eBook.
– Name: Subject
  Label: Subjects
  Group: Su
  Data: <searchLink fieldCode="DE" term="%22Random+matrices%22">Random matrices</searchLink>
– Name: SubjectBISAC
  Label: Categories
  Group: Su
  Data: <searchLink fieldCode="ZK" term="%22MATHEMATICS+%2F+Matrices%22">MATHEMATICS / Matrices</searchLink>
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=nlebk&AN=399264
RecordInfo BibRecord:
  BibEntity:
    Classifications:
      – Code: 512.9434
        Scheme: ddc
        Type: prePub
    Languages:
      – Code: eng
        Text: English
    Subjects:
      – SubjectFull: Random matrices
        Type: general
    Titles:
      – TitleFull: Random Matrices: High Dimensional Phenomena
        Type: main
  BibRelationships:
    HasContributorRelationships:
      – PersonEntity:
          Name:
            NameFull: Gordon Blower
      – PersonEntity:
          Name:
            NameFull: Gordon Blower
    IsPartOfRelationships:
      – BibEntity:
          Dates:
            – D: 01
              M: 01
              Type: published
              Y: 2009
            – D: 04
              M: 02
              Type: profile
              Y: 2014
          Identifiers:
            – Type: isbn-print
              Value: 9780521133128
            – Type: isbn-electronic
              Value: 9781139127547
          Numbering:
            – Type: volume
              Value: 00367
          Titles:
            – TitleFull: Random Matrices: High Dimensional Phenomena
              Type: main
ResultId 1