Combinatorics and Random Matrix Theory

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Author :
Publisher : American Mathematical Soc.
ISBN 13 : 0821848410
Total Pages : 461 pages
Book Rating : 4.8/5 (218 download)

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Book Synopsis Combinatorics and Random Matrix Theory by : Jinho Baik

Download or read book Combinatorics and Random Matrix Theory written by Jinho Baik and published by American Mathematical Soc.. This book was released on 2016-06-22 with total page 461 pages. Available in PDF, EPUB and Kindle. Book excerpt: Over the last fifteen years a variety of problems in combinatorics have been solved in terms of random matrix theory. More precisely, the situation is as follows: the problems at hand are probabilistic in nature and, in an appropriate scaling limit, it turns out that certain key quantities associated with these problems behave statistically like the eigenvalues of a (large) random matrix. Said differently, random matrix theory provides a “stochastic special function theory” for a broad and growing class of problems in combinatorics. The goal of this book is to analyze in detail two key examples of this phenomenon, viz., Ulam's problem for increasing subsequences of random permutations and domino tilings of the Aztec diamond. Other examples are also described along the way, but in less detail. Techniques from many different areas in mathematics are needed to analyze these problems. These areas include combinatorics, probability theory, functional analysis, complex analysis, and the theory of integrable systems. The book is self-contained, and along the way we develop enough of the theory we need from each area that a general reader with, say, two or three years experience in graduate school can learn the subject directly from the text.

An Introduction to Random Matrices

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Publisher : Cambridge University Press
ISBN 13 : 0521194520
Total Pages : 507 pages
Book Rating : 4.5/5 (211 download)

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Book Synopsis An Introduction to Random Matrices by : Greg W. Anderson

Download or read book An Introduction to Random Matrices written by Greg W. Anderson and published by Cambridge University Press. This book was released on 2010 with total page 507 pages. Available in PDF, EPUB and Kindle. Book excerpt: A rigorous introduction to the basic theory of random matrices designed for graduate students with a background in probability theory.

Topics in Random Matrix Theory

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Publisher : American Mathematical Society
ISBN 13 : 147047459X
Total Pages : 296 pages
Book Rating : 4.4/5 (74 download)

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Book Synopsis Topics in Random Matrix Theory by : Terence Tao

Download or read book Topics in Random Matrix Theory written by Terence Tao and published by American Mathematical Society. This book was released on 2023-08-24 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt: The field of random matrix theory has seen an explosion of activity in recent years, with connections to many areas of mathematics and physics. However, this makes the current state of the field almost too large to survey in a single book. In this graduate text, we focus on one specific sector of the field, namely the spectral distribution of random Wigner matrix ensembles (such as the Gaussian Unitary Ensemble), as well as iid matrix ensembles. The text is largely self-contained and starts with a review of relevant aspects of probability theory and linear algebra. With over 200 exercises, the book is suitable as an introductory text for beginning graduate students seeking to enter the field.

Random Matrices

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Publisher : American Mathematical Soc.
ISBN 13 : 1470452804
Total Pages : 498 pages
Book Rating : 4.4/5 (74 download)

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Book Synopsis Random Matrices by : Alexei Borodin

Download or read book Random Matrices written by Alexei Borodin and published by American Mathematical Soc.. This book was released on 2019-10-30 with total page 498 pages. Available in PDF, EPUB and Kindle. Book excerpt: Random matrix theory has many roots and many branches in mathematics, statistics, physics, computer science, data science, numerical analysis, biology, ecology, engineering, and operations research. This book provides a snippet of this vast domain of study, with a particular focus on the notations of universality and integrability. Universality shows that many systems behave the same way in their large scale limit, while integrability provides a route to describe the nature of those universal limits. Many of the ten contributed chapters address these themes, while others touch on applications of tools and results from random matrix theory. This book is appropriate for graduate students and researchers interested in learning techniques and results in random matrix theory from different perspectives and viewpoints. It also captures a moment in the evolution of the theory, when the previous decade brought major break-throughs, prompting exciting new directions of research.

Introduction to Random Matrices

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Author :
Publisher : Springer
ISBN 13 : 3319708856
Total Pages : 124 pages
Book Rating : 4.3/5 (197 download)

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Book Synopsis Introduction to Random Matrices by : Giacomo Livan

Download or read book Introduction to Random Matrices written by Giacomo Livan and published by Springer. This book was released on 2018-01-16 with total page 124 pages. Available in PDF, EPUB and Kindle. Book excerpt: Modern developments of Random Matrix Theory as well as pedagogical approaches to the standard core of the discipline are surprisingly hard to find in a well-organized, readable and user-friendly fashion. This slim and agile book, written in a pedagogical and hands-on style, without sacrificing formal rigor fills this gap. It brings Ph.D. students in Physics, as well as more senior practitioners, through the standard tools and results on random matrices, with an eye on most recent developments that are not usually covered in introductory texts. The focus is mainly on random matrices with real spectrum.The main guiding threads throughout the book are the Gaussian Ensembles. In particular, Wigner’s semicircle law is derived multiple times to illustrate several techniques (e.g., Coulomb gas approach, replica theory).Most chapters are accompanied by Matlab codes (stored in an online repository) to guide readers through the numerical check of most analytical results.

A Dynamical Approach to Random Matrix Theory

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Author :
Publisher : American Mathematical Soc.
ISBN 13 : 1470436485
Total Pages : 226 pages
Book Rating : 4.4/5 (74 download)

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Book Synopsis A Dynamical Approach to Random Matrix Theory by : László Erdős

Download or read book A Dynamical Approach to Random Matrix Theory written by László Erdős and published by American Mathematical Soc.. This book was released on 2017-08-30 with total page 226 pages. Available in PDF, EPUB and Kindle. Book excerpt: A co-publication of the AMS and the Courant Institute of Mathematical Sciences at New York University This book is a concise and self-contained introduction of recent techniques to prove local spectral universality for large random matrices. Random matrix theory is a fast expanding research area, and this book mainly focuses on the methods that the authors participated in developing over the past few years. Many other interesting topics are not included, and neither are several new developments within the framework of these methods. The authors have chosen instead to present key concepts that they believe are the core of these methods and should be relevant for future applications. They keep technicalities to a minimum to make the book accessible to graduate students. With this in mind, they include in this book the basic notions and tools for high-dimensional analysis, such as large deviation, entropy, Dirichlet form, and the logarithmic Sobolev inequality. This manuscript has been developed and continuously improved over the last five years. The authors have taught this material in several regular graduate courses at Harvard, Munich, and Vienna, in addition to various summer schools and short courses. Titles in this series are co-published with the Courant Institute of Mathematical Sciences at New York University.

Free Probability and Random Matrices

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Author :
Publisher : Springer
ISBN 13 : 1493969420
Total Pages : 336 pages
Book Rating : 4.4/5 (939 download)

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Book Synopsis Free Probability and Random Matrices by : James A. Mingo

Download or read book Free Probability and Random Matrices written by James A. Mingo and published by Springer. This book was released on 2017-06-24 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume opens the world of free probability to a wide variety of readers. From its roots in the theory of operator algebras, free probability has intertwined with non-crossing partitions, random matrices, applications in wireless communications, representation theory of large groups, quantum groups, the invariant subspace problem, large deviations, subfactors, and beyond. This book puts a special emphasis on the relation of free probability to random matrices, but also touches upon the operator algebraic, combinatorial, and analytic aspects of the theory. The book serves as a combination textbook/research monograph, with self-contained chapters, exercises scattered throughout the text, and coverage of important ongoing progress of the theory. It will appeal to graduate students and all mathematicians interested in random matrices and free probability from the point of view of operator algebras, combinatorics, analytic functions, or applications in engineering and statistical physics.

Random Matrix Models and Their Applications

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Publisher : Cambridge University Press
ISBN 13 : 9780521802093
Total Pages : 454 pages
Book Rating : 4.8/5 (2 download)

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Book Synopsis Random Matrix Models and Their Applications by : Pavel Bleher

Download or read book Random Matrix Models and Their Applications written by Pavel Bleher and published by Cambridge University Press. This book was released on 2001-06-04 with total page 454 pages. Available in PDF, EPUB and Kindle. Book excerpt: Expository articles on random matrix theory emphasizing the exchange of ideas between the physical and mathematical communities.

Large Random Matrices: Lectures on Macroscopic Asymptotics

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Publisher : Springer
ISBN 13 : 3540698973
Total Pages : 296 pages
Book Rating : 4.5/5 (46 download)

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Book Synopsis Large Random Matrices: Lectures on Macroscopic Asymptotics by : Alice Guionnet

Download or read book Large Random Matrices: Lectures on Macroscopic Asymptotics written by Alice Guionnet and published by Springer. This book was released on 2009-04-20 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt: Random matrix theory has developed in the last few years, in connection with various fields of mathematics and physics. These notes emphasize the relation with the problem of enumerating complicated graphs, and the related large deviations questions. Such questions are also closely related with the asymptotic distribution of matrices, which is naturally defined in the context of free probability and operator algebra. The material of this volume is based on a series of nine lectures given at the Saint-Flour Probability Summer School 2006. Lectures were also given by Maury Bramson and Steffen Lauritzen.

Orthogonal Polynomials and Random Matrices: A Riemann-Hilbert Approach

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Publisher : American Mathematical Soc.
ISBN 13 : 0821826956
Total Pages : 273 pages
Book Rating : 4.8/5 (218 download)

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Book Synopsis Orthogonal Polynomials and Random Matrices: A Riemann-Hilbert Approach by : Percy Deift

Download or read book Orthogonal Polynomials and Random Matrices: A Riemann-Hilbert Approach written by Percy Deift and published by American Mathematical Soc.. This book was released on 2000 with total page 273 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume expands on a set of lectures held at the Courant Institute on Riemann-Hilbert problems, orthogonal polynomials, and random matrix theory. The goal of the course was to prove universality for a variety of statistical quantities arising in the theory of random matrix models. The central question was the following: Why do very general ensembles of random n times n matrices exhibit universal behavior as n > infinity? The main ingredient in the proof is the steepest descent method for oscillatory Riemann-Hilbert problems. Titles in this series are copublished with the Courant Institute of Mathematical Sciences at New York University.

Applications of Random Matrices in Physics

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Publisher : Springer Science & Business Media
ISBN 13 : 140204531X
Total Pages : 519 pages
Book Rating : 4.4/5 (2 download)

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Book Synopsis Applications of Random Matrices in Physics by : Édouard Brezin

Download or read book Applications of Random Matrices in Physics written by Édouard Brezin and published by Springer Science & Business Media. This book was released on 2006-07-03 with total page 519 pages. Available in PDF, EPUB and Kindle. Book excerpt: Random matrices are widely and successfully used in physics for almost 60-70 years, beginning with the works of Dyson and Wigner. Although it is an old subject, it is constantly developing into new areas of physics and mathematics. It constitutes now a part of the general culture of a theoretical physicist. Mathematical methods inspired by random matrix theory become more powerful, sophisticated and enjoy rapidly growing applications in physics. Recent examples include the calculation of universal correlations in the mesoscopic system, new applications in disordered and quantum chaotic systems, in combinatorial and growth models, as well as the recent breakthrough, due to the matrix models, in two dimensional gravity and string theory and the non-abelian gauge theories. The book consists of the lectures of the leading specialists and covers rather systematically many of these topics. It can be useful to the specialists in various subjects using random matrices, from PhD students to confirmed scientists.

Recent Perspectives in Random Matrix Theory and Number Theory

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Publisher : Cambridge University Press
ISBN 13 : 0521620589
Total Pages : 530 pages
Book Rating : 4.5/5 (216 download)

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Book Synopsis Recent Perspectives in Random Matrix Theory and Number Theory by : F. Mezzadri

Download or read book Recent Perspectives in Random Matrix Theory and Number Theory written by F. Mezzadri and published by Cambridge University Press. This book was released on 2005-06-21 with total page 530 pages. Available in PDF, EPUB and Kindle. Book excerpt: Provides a grounding in random matrix techniques applied to analytic number theory.

Modern Aspects of Random Matrix Theory

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Publisher :
ISBN 13 : 9781470416607
Total Pages : 174 pages
Book Rating : 4.4/5 (166 download)

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Book Synopsis Modern Aspects of Random Matrix Theory by : AMS Short Course, Random Matrices

Download or read book Modern Aspects of Random Matrix Theory written by AMS Short Course, Random Matrices and published by . This book was released on 2014 with total page 174 pages. Available in PDF, EPUB and Kindle. Book excerpt:

A Combinatorial Approach to Matrix Theory and Its Applications

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Publisher : CRC Press
ISBN 13 : 9781420082241
Total Pages : 288 pages
Book Rating : 4.0/5 (822 download)

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Book Synopsis A Combinatorial Approach to Matrix Theory and Its Applications by : Richard A. Brualdi

Download or read book A Combinatorial Approach to Matrix Theory and Its Applications written by Richard A. Brualdi and published by CRC Press. This book was released on 2008-08-06 with total page 288 pages. Available in PDF, EPUB and Kindle. Book excerpt: Unlike most elementary books on matrices, A Combinatorial Approach to Matrix Theory and Its Applications employs combinatorial and graph-theoretical tools to develop basic theorems of matrix theory, shedding new light on the subject by exploring the connections of these tools to matrices. After reviewing the basics of graph theory, elementary counting formulas, fields, and vector spaces, the book explains the algebra of matrices and uses the König digraph to carry out simple matrix operations. It then discusses matrix powers, provides a graph-theoretical definition of the determinant using the Coates digraph of a matrix, and presents a graph-theoretical interpretation of matrix inverses. The authors develop the elementary theory of solutions of systems of linear equations and show how to use the Coates digraph to solve a linear system. They also explore the eigenvalues, eigenvectors, and characteristic polynomial of a matrix; examine the important properties of nonnegative matrices that are part of the Perron–Frobenius theory; and study eigenvalue inclusion regions and sign-nonsingular matrices. The final chapter presents applications to electrical engineering, physics, and chemistry. Using combinatorial and graph-theoretical tools, this book enables a solid understanding of the fundamentals of matrix theory and its application to scientific areas.

Lectures on the Combinatorics of Free Probability

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Publisher : Cambridge University Press
ISBN 13 : 0521858526
Total Pages : 430 pages
Book Rating : 4.5/5 (218 download)

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Book Synopsis Lectures on the Combinatorics of Free Probability by : Alexandru Nica

Download or read book Lectures on the Combinatorics of Free Probability written by Alexandru Nica and published by Cambridge University Press. This book was released on 2006-09-07 with total page 430 pages. Available in PDF, EPUB and Kindle. Book excerpt: This 2006 book is a self-contained introduction to free probability theory suitable for an introductory graduate level course.

An Introduction to Matrix Concentration Inequalities

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Publisher :
ISBN 13 : 9781601988386
Total Pages : 256 pages
Book Rating : 4.9/5 (883 download)

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Book Synopsis An Introduction to Matrix Concentration Inequalities by : Joel Tropp

Download or read book An Introduction to Matrix Concentration Inequalities written by Joel Tropp and published by . This book was released on 2015-05-27 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: Random matrices now play a role in many areas of theoretical, applied, and computational mathematics. It is therefore desirable to have tools for studying random matrices that are flexible, easy to use, and powerful. Over the last fifteen years, researchers have developed a remarkable family of results, called matrix concentration inequalities, that achieve all of these goals. This monograph offers an invitation to the field of matrix concentration inequalities. It begins with some history of random matrix theory; it describes a flexible model for random matrices that is suitable for many problems; and it discusses the most important matrix concentration results. To demonstrate the value of these techniques, the presentation includes examples drawn from statistics, machine learning, optimization, combinatorics, algorithms, scientific computing, and beyond.

Random Matrices, Random Processes and Integrable Systems

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Publisher : Springer Science & Business Media
ISBN 13 : 1441995145
Total Pages : 536 pages
Book Rating : 4.4/5 (419 download)

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Book Synopsis Random Matrices, Random Processes and Integrable Systems by : John Harnad

Download or read book Random Matrices, Random Processes and Integrable Systems written by John Harnad and published by Springer Science & Business Media. This book was released on 2011-05-06 with total page 536 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book explores the remarkable connections between two domains that, a priori, seem unrelated: Random matrices (together with associated random processes) and integrable systems. The relations between random matrix models and the theory of classical integrable systems have long been studied. These appear mainly in the deformation theory, when parameters characterizing the measures or the domain of localization of the eigenvalues are varied. The resulting differential equations determining the partition function and correlation functions are, remarkably, of the same type as certain equations appearing in the theory of integrable systems. They may be analyzed effectively through methods based upon the Riemann-Hilbert problem of analytic function theory and by related approaches to the study of nonlinear asymptotics in the large N limit. Associated with studies of matrix models are certain stochastic processes, the "Dyson processes", and their continuum diffusion limits, which govern the spectrum in random matrix ensembles, and may also be studied by related methods. Random Matrices, Random Processes and Integrable Systems provides an in-depth examination of random matrices with applications over a vast variety of domains, including multivariate statistics, random growth models, and many others. Leaders in the field apply the theory of integrable systems to the solution of fundamental problems in random systems and processes using an interdisciplinary approach that sheds new light on a dynamic topic of current research.