Random Matrices: High Dimensional Phenomena (Paperback)
 
作者: Gordon Blower 
分類: Algebra ,
Probability & statistics  
書城編號: 382224


售價: $700.00

購買後立即進貨, 約需 18-25 天

 
 
出版社: Cambridge University Press
出版日期: 2009/10/08
尺寸: 228x154x27mm
重量: 629 grams
ISBN: 9780521133128

商品簡介
This book focuses on the behavior 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.
Gordon Blower 作者作品表

Linear Systems (2022) (Paperback)

Linear Systems (2023) (Hardcover)

eBook: Linear Systems (DRM PDF)

eBook: Linear Systems (DRM EPUB)

Random Matrices: High Dimensional Phenomena (Paperback)

PLUMBING BOOK 2

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