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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    Order before 4pm tomorrow for delivery by Wed 21 Jan 2026.

    A Paperback by Alice Guionnet

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      View other formats and editions of Asymptotics of Random Matrices and Related Model by Alice Guionnet

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

      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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