A dynamical approach to random matrix theory

L. Erdös, H. Yau, A Dynamical Approach to Random Matrix Theory, American Mathematical Society, 2017.

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Book | Published | English
Author
Department
Series Title
Courant Lecture Notes
Abstract
This book is a concise and self-contained introduction of recent techniques to prove local spectral universality for large random matrices. Random matrix theory is a fast expanding research area, and this book mainly focuses on the methods that the authors participated in developing over the past few years. Many other interesting topics are not included, and neither are several new developments within the framework of these methods. The authors have chosen instead to present key concepts that they believe are the core of these methods and should be relevant for future applications. They keep technicalities to a minimum to make the book accessible to graduate students. With this in mind, they include in this book the basic notions and tools for high-dimensional analysis, such as large deviation, entropy, Dirichlet form, and the logarithmic Sobolev inequality.
Publishing Year
Date Published
2017-01-01
Volume
28
Page
226
IST-REx-ID

Cite this

Erdös L, Yau H. A Dynamical Approach to Random Matrix Theory. Vol 28. American Mathematical Society; 2017.
Erdös, L., & Yau, H. (2017). A dynamical approach to random matrix theory (Vol. 28). American Mathematical Society.
Erdös, László, and Horng Yau. A Dynamical Approach to Random Matrix Theory. Vol. 28. Courant Lecture Notes. American Mathematical Society, 2017.
L. Erdös and H. Yau, A dynamical approach to random matrix theory, vol. 28. American Mathematical Society, 2017.
Erdös L, Yau H. 2017. A dynamical approach to random matrix theory, American Mathematical Society, 226p.
Erdös, László, and Horng Yau. A Dynamical Approach to Random Matrix Theory. Vol. 28, American Mathematical Society, 2017.

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