Random Matrices: High Dimensional Phenomena

ISBN: 9780521133128 出版年：2009 页码：449 Gordon Blower Cambridge University Press

Introduction 1. Metric Measure spaces 2. Lie groups and matrix ensembles 3. Entropy and concentration of measure 4. Free entropy and equilibrium 5. Convergence to equilibrium 6. Gradient ows and functional inequalities 7. Young tableaux 8. Random point fields and random matrices 9. Integrable operators and differential equations 10. Fluctuations and the Tracy-Widom distribution 11. Limit groups and Gaussian measures 12. Hermite polynomials 13. From the Ornstein-Uhlenbeck process to Burger's equation 14. Noncommutative probability spaces References Index.