Eigenvalue distribution of large random matrices /

Weitere Versionen (2)
Gespeichert in:
Weitere Titel:
1. Introduction
2. Gaussian ensembles: Semicircle law
3. Gaussian ensembles: Central Limit Theorem for linear eigenvalue statistics
4. Gaussian ensembles: Joint eigenvalue distribution and related results
5. Gaussian unitary ensemble
6. Gaussian orthogonal ensemble
7. Wishart and Laguerre ensembles
8. Classical compact groups ensembles: Global regime
9. Classical compact group ensembles: Further results
10. Law of addition of random matrices
11. Matrix models: Global regime
12. Bulk universality for Hermitian matrix models
13. Universality for special points of Hermitian matrix models
14. Jacobi matrices and limiting laws for linear eigenvalue statistics
15. Universality for real symmetric matrix models
16. Unitary matrix models
17. Matrices with Gaussian correlated entries
18. Wigner ensembles
19. Sample covariance and related matrices
1. Verfasser:
Pastur, L. A.
Weitere Verfasser:
Shcherbina, Mariya
Format:
Elektronisch E-Book
Sprache:
Englisch
Veröffentlicht:
Providence, R.I. : American Mathematical Society, c2011.
Umfang:
1 online resource (xiv, 632 p.)
Mode of access : World Wide Web
Format Details:
Mode of access : World Wide Web
Bibliografie:
Includes bibliographical references (p. 611-629) and index.
Schriftenreihe:
Mathematical Surveys and Monographs,
Sekundärform:
Publikations­art: Electronic reproduction.
Verlag: Providence, Rhode Island :: American Mathematical Society.
Publikations­datum: 2012
ISBN:
9781470413989 (online)
ISSN:
2331-7159 ;
0076-5376
DOI:
http://dx.doi.org/10.1090/surv/171
Zugangseinschränkungen:
Access is restricted to licensed institutions
Schlagworte:
Distribution (Probability theory)
Random matrices.
Probability theory and stochastic processes > Limit theorems > Central limit and other weak theorems.
Probability theory and stochastic processes > Probability theory on algebraic and topological structures > Random matrices (probabilistic aspects; for algebraic aspects see 15B52).
Linear and multilinear algebra; matrix theory > Special matrices > Random matrices.
Linear and multilinear algebra; matrix theory > Special matrices > Hermitian, skew-Hermitian, and related matrices.
Bezugswerke:
Links: