عنوان

The random matrix theory of the classical compact groups /

(Number (ISBN

1108303455

(Number (ISBN

1108321712

(Number (ISBN

9781108303453

(Number (ISBN

9781108321716

Erroneous ISBN

1108419526

Erroneous ISBN

9781108419529 (hardback)

Title Proper

The random matrix theory of the classical compact groups /

General Material Designation

[Book]

First Statement of Responsibility

Elizabeth S. Meckes.

Place of Publication, Distribution, etc.

Cambridge :

Name of Publisher, Distributor, etc.

Cambridge University Press,

Date of Publication, Distribution, etc.

2019.

Specific Material Designation and Extent of Item

1 online resource (xi, 212 pages) :

Other Physical Details

illustrations

Series Title

Cambridge tracts in mathematics ;

Volume Designation

218

Text of Note

Includes bibliographical references and index.

Text of Note

This is the first book to provide a comprehensive overview of foundational results and recent progress in the study of random matrices from the classical compact groups, drawing on the subject's deep connections to geometry, analysis, algebra, physics, and statistics. The book sets a foundation with an introduction to the groups themselves and six different constructions of Haar measure. Classical and recent results are then presented in a digested, accessible form, including the following: results on the joint distributions of the entries; an extensive treatment of eigenvalue distributions, including the Weyl integration formula, moment formulae, and limit theorems and large deviations for the spectral measures; concentration of measure with applications both within random matrix theory and in high dimensional geometry; and results on characteristic polynomials with connections to the Riemann zeta function. This book will be a useful reference for researchers and an accessible introduction for students in related fields.

International Standard Book Number

9781108419529

Matrices.

Random matrices.

Matrices.

Random matrices.

Number

Edition

Class number

Book number

Meckes, Elizabeth S.

Date of Transaction

20200822150701.0

Cataloguing Rules (Descriptive Conventions))

pn

Electronic name

[Book]

Y