Large Random Matrices: Lectures On Macroscopic Asymptotics: École D'été De Probabilités De Saint-flour Xxxvi - 2006 (lecture Notes In Mathematics / École D'été De Probabilités De Saint-flour)
by Alice Guionnet /
2009 / English / PDF
1.7 MB Download
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.
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.
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.
