The Random Matrix Theory of the Classical Compact Groups

ISBN-13: 9781108419529 / Angielski / Twarda / 2019 / 224 str.

Elizabeth S. Meckes

Opis

Provides a comprehensive introduction to the theory of random orthogonal, unitary, and symplectic matrices.

Recenzje

'The book makes for a wonderful companion to a topics class on random matrices, and an instructor can easily use it either as a stand-alone text or as complementing other textbooks.' Ofer Zeitouni, Bulletin of the American Mathematical Society

Spis treści

1. Haar measure on the classical compact matrix groups; 2. Distribution of the entries; 3. Eigenvalue distributions: exact formulas; 4. Eigenvalue distributions: asymptotics; 5. Concentration of measure; 6. Geometric applications of measure concentration; 7. Characteristic polynomials and the zeta function.