Description

Book Synopsis
Describes a general strategy to study the fluctuations of strongly interacting random variables. This strategy is based on the asymptotic analysis of Dyson-Schwinger (or loop) equations. The author shows how these equations are derived, and how to obtain the concentration of measure estimates required to study these equations asymptotically.

Table of Contents
  • Introduction
  • The example of the GUE
  • Wigner random matrices
  • Beta-ensembles
  • Discrete beta-ensembles
  • Continuous beta-models: The several cut case
  • Several matrix-ensembles
  • Universality for beta-models
  • Bibliography
  • Index

    Asymptotics of Random Matrices and Related Model

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      A Paperback by Alice Guionnet

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        Publisher: MP-AMM American Mathematical
        Publication Date: 4/30/2019 12:00:00 AM
        ISBN13: 9781470450274, 978-1470450274
        ISBN10: 1470450275

        Description

        Book Synopsis
        Describes a general strategy to study the fluctuations of strongly interacting random variables. This strategy is based on the asymptotic analysis of Dyson-Schwinger (or loop) equations. The author shows how these equations are derived, and how to obtain the concentration of measure estimates required to study these equations asymptotically.

        Table of Contents
        • Introduction
        • The example of the GUE
        • Wigner random matrices
        • Beta-ensembles
        • Discrete beta-ensembles
        • Continuous beta-models: The several cut case
        • Several matrix-ensembles
        • Universality for beta-models
        • Bibliography
        • Index

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