| Titre : |
Free Probability and Random Matrices |
| Type de document : |
texte imprimé |
| Auteurs : |
James A. Mingo, Auteur ; Roland Speicher, Auteur |
| Editeur : |
New York : Springer Verlag |
| Année de publication : |
2017 |
| Importance : |
XIV-336 P. |
| Présentation : |
Relie, couv. en coul., graph. |
| Format : |
23 cm |
| ISBN/ISSN/EAN : |
978-1-4939-6941-8 |
| Langues : |
Anglais (eng) |
| Catégories : |
(02.10) Logique, theorie des ensembles et algebre, theorie des groupes
|
| Mots-clés : |
Probability theory Random processes Algebra matrix Matrix theory Mathematical methods in physics |
| Index. décimale : |
02.10 |
| Résumé : |
1 Asymptotic Freeness of Gaussian Random Matrices. - 2 The Free Central Limit Theorem and Free Cumulants. - 3 Free Harmonic Analysis. - 4 Asymptotic Freeness for Gaussian, Wigner, and Unitary Random Matrices. - 5 Fluctuations and Second Order Freeness. - 6 Free Group Factors and Freeness. - 7 Free Entropy χ: The Microstates Approach via Large Deviations. - 8 Free Entropy χ ∗: The Non-microstates Approach via Free Fisher Information. - 9 Operator-Valued Free Probability Theory and Block Random Matrices. - 10 Deterministic Equivalents, Polynomials in Free Variables, and Analytic Theory of Operator-Valued Convolution. - 11 Brown Measure. - 12 Solutions to Exercises |
Free Probability and Random Matrices (2017)
