Random Matrix Theory of the Classical Compact Groups
«'This beautiful book describes an important area of mathematics, concerning random matrices associated with the classical compact groups, in a highly accessible and engaging way. It connects a broad range of ideas and techniques, from analysis, probability theory, and representation theory to recent applications in number theory. It is a really excellent introduction to the subject.' J. P. Keating, University of Bristol»
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. Les mer
Detaljer
- Forlag
- Cambridge University Press
- Innbinding
- Innbundet
- Språk
- Engelsk
- ISBN
- 9781108419529
- Utgivelsesår
- 2019
- Format
- 24 x 16 cm
Anmeldelser
«'This beautiful book describes an important area of mathematics, concerning random matrices associated with the classical compact groups, in a highly accessible and engaging way. It connects a broad range of ideas and techniques, from analysis, probability theory, and representation theory to recent applications in number theory. It is a really excellent introduction to the subject.' J. P. Keating, University of Bristol»
«'Meckes's new text is a wonderful contribution to the mathematics literature … The book addresses many important topics related to the field of random matrices and provides a who's-who list for the subject in its list of references. Those actively researching in this area should acquire a copy of the book; they will understand the jargon from compact matrix groups, measure theory, and probability …' A. Misseldine, Choice»
«'… the author provides an overview of foundational results and recent progress in the study of random matrices from classical compact groups, that is O(n), U(n) and Sp(2n). The main goal is to answer the general question: 'What is a random orthogonal, unitary or symplectic matrix like'?' Andreas Arvanitoyeorgos, zbMATH»
«'… this is a useful book which can serve both as a reference and as a supplemental reading for a course in random matrices.' Vladislav Kargin, Mathematical Reviews Clippings»
«'The book makes for a wonderful companion to a topics class on random matrices, and an instructor can easily use it either as a stand-alone text or as complementing other textbooks.' Ofer Zeitouni, Bulletin of the American Mathematical Society»