shop by
Category
items
0 

Random Matrices : High Dimensional Phenomena (Paperback)

Author: Blower, Gordon

Customer Reviews   Write a Review

Be the first to review this item and earn 25 Rakuten Super Points™

Product Overview

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.

Specifications

Publisher Cambridge Univ Pr
Mfg Part# 9780521133128
SKU 211287116
Format Paperback
ISBN10 0521133122
Release Date 11/1/2009
Product Attributes
eBooks Kobo
Book Format Paperback
Number of Pages 0437
Publisher Cambridge University Press
Series Part 367
loading
Sold Out
Sorry, you missed the deal!
This product is currently not available.
ADVERTISEMENT
Promotions & Offers (1)
  •  custom promo
    5% Back* Sitewide with Promo Code Rewardme *See page for details
Buy From Other Sellers (0)
kobo
  • Take your library with you wherever you go
  • Use the device you want to use… smartphone, desktop and many of today’s most popular eReaders

WHY KOBO?

We love the Kobo eReading service… and we know you will too. We’ve partnered with them to bring you the most flexible, enjoyable eReading experience in the U.S.

SHOPPING ON KOBO

You’ll be asked to sign in or create a new account with Kobo. Once you do, you’ll immediately get access to millions of titles and be ready to start eReading. Anytime. Anyplace.

continue to kobo
ADVERTISEMENT
ADVERTISEMENT