没有合适的资源?快使用搜索试试~ 我知道了~
首页An Introduction to Random Matrices
An Introduction to Random Matrices
4星 · 超过85%的资源 需积分: 12 32 下载量 32 浏览量
更新于2023-06-04
评论 1
收藏 2.51MB PDF 举报
介绍随机矩阵或转移概率矩阵非常好的一本书,对于Matlab编程有极大帮助。
资源详情
资源评论
资源推荐
This page intentionally left blank
CAMBRIDGE STUDIES IN ADVANCED MATHEMATICS 118
Editorial Board
B. BOLLOB
´
AS, W. FULTON, A. KATOK, F. KIRWAN,
P. SARNAK, B. SIMON, B. TOTARO
An Introduction to Random Matrices
The theory of random matrices plays an important role in many areas of pure
mathematics and employs a variety of sophisticated mathematical tools (analytical,
probabilistic and combinatorial). This diverse array of tools, while attesting to the
vitality of the field, presents several formidable obstacles to the newcomer, and even
the expert probabilist.
This rigorous introduction to the basic theory is sufficiently self-contained to be
accessible to graduate students in mathematics or related sciences, who have mastered
probability theory at the graduate level, but have not necessarily been exposed to
advanced notions of functional analysis, algebra or geometry. Useful background
material is collected in the appendices and exercises are also included throughout to
test the reader’s understanding. Enumerative techniques, stochastic analysis, large
deviations, concentration inequalities, disintegration and Lie algebras all are
introduced in the text, which will enable readers to approach the research literature
with confidence.
greg w. anderson is Professor of Mathematics at the University of Minnesota.
alice guionnet is CNRS Research Director at the Ecole Normale Sup
´
erieure in
Lyon (ENS-Lyon).
ofer zeitouni is Professor of Mathematics at both the University of Minnesota
and the Weizmann Institute of Science in Rehovot, Israel.
CAMBRIDGE STUDIES IN ADVANCED MATHEMATICS
Editorial Board:
B. Bollob
´
as, W. Fulton, A. Katok, F. Kirwan, P. Sarnak, B. Simon, B. Totaro
All the titles listed below can be obtained from good booksellers or from Cambridge University
Press. For a complete series listing visit: www.cambridge.org/series/sSeries.asp?code=CSAM
Already published
65 A. J. Berrick & M. E. Keating An introduction to rings and modules with K-theory in view
66 S. Morosawa et al. Holomorphic dynamics
67 A. J. Berrick & M. E. Keating Categories and modules with K-theory in view
68 K. Sato L
´
evy processes and infinitely divisible distributions
69 H. Hida Modular forms and Galois cohomology
70 R. Iorio & V. Iorio Fourier analysis and partial differential equations
71 R. Blei Analysis in integer and fractional dimensions
72 F. Borceux & G. Janelidze Galois theories
73 B. Bollob
´
as Random graphs (2nd Edition)
74 R. M. Dudley Real analysis and probability (2nd Edition)
75 T. Sheil-Small Complex polynomials
76 C. Voisin Hodge theory and complex algebraic geometry, I
77 C. Voisin Hodge theory and complex algebraic geometry, II
78 V. Paulsen Completely bounded maps and operator algebras
79 F. Gesztesy & H. Holden Soliton equations and their algebro-geometric solutions, I
81 S. Mukai An introduction to invariants and moduli
82 G. Tourlakis Lectures in logic and set theory, I
83 G. Tourlakis Lectures in logic and set theory, II
84 R. A. Bailey Association schemes
85 J. Carlson, S. M
¨
uller-Stach & C. Peters Period mappings and period domains
86 J. J. Duistermaat & J. A. C. Kolk Multidimensional real analysis, I
87 J. J. Duistermaat & J. A. C. Kolk Multidimensional real analysis, II
89 M. C. Golumbic & A. N. Trenk Tolerance graphs
90 L. H. Harper Global methods for combinatorial isoperimetric problems
91 I. Moerdijk & J. Mr
ˇ
cun Introduction to foliations and Lie groupoids
92 J. Koll
´
ar,K.E.Smith&A.CortiRational and nearly rational varieties
93 D. Applebaum L
´
evy processes and stochastic calculus (1st Edition)
94 B. Conrad Modular forms and the Ramanujan conjecture
95 M. Schechter An introduction to nonlinear analysis
96 R. Carter Lie algebras of finite and affine type
97 H. L. Montgomery & R. C. Vaughan Multiplicative number theory, I
98 I. Chavel Riemannian geometry (2nd Edition)
99 D. Goldfeld Automorphic forms and L-functions for the group GL(n,R)
100 M. B. Marcus & J. Rosen Markov processes, Gaussian processes, and local times
101 P. Gille & T. Szamuely Central simple algebras and Galois cohomology
102 J. Bertoin Random fragmentation and coagulation processes
103 E. Frenkel Langlands correspondence for loop groups
104 A. Ambrosetti & A. Malchiodi Nonlinear analysis and semilinear elliptic problems
105 T. Tao & V. H. Vu Additive combinatorics
106 E. B. Davies Linear operators and their spectra
107 K. Kodaira Complex analysis
108 T. Ceccherini-Silberstein, F. Scarabotti & F. Tolli Harmonic analysis on finite groups
109 H. Geiges An introduction to contact topology
110 J. Faraut Analysis on Lie groups: An Introduction
111 E. Park Complex topological K-theory
112 D. W. Stroock Partial differential equations for probabilists
113 A. Kirillov, Jr An introduction to Lie groups and Lie algebras
114 F. Gesztesy et al. Soliton equations and their algebro-geometric solutions, II
115 E. de Faria & W. de Melo Mathematical tools for one-dimensional dynamics
116 D. Applebaum L
´
evy processes and stochastic calculus (2nd Edition)
117 T. Szamuely Galois groups and fundamental groups
An Introduction to Random Matrices
GREG W. ANDERSON
University of Minnesota
ALICE GUIONNET
Ecole Normale Sup
´
erieure de Lyon
OFER ZEITOUNI
University of Minnesota and
Weizmann Institute of Science
剩余507页未读,继续阅读
money44441234
- 粉丝: 0
- 资源: 1
上传资源 快速赚钱
- 我的内容管理 收起
- 我的资源 快来上传第一个资源
- 我的收益 登录查看自己的收益
- 我的积分 登录查看自己的积分
- 我的C币 登录后查看C币余额
- 我的收藏
- 我的下载
- 下载帮助
会员权益专享
最新资源
- zigbee-cluster-library-specification
- JSBSim Reference Manual
- c++校园超市商品信息管理系统课程设计说明书(含源代码) (2).pdf
- 建筑供配电系统相关课件.pptx
- 企业管理规章制度及管理模式.doc
- vb打开摄像头.doc
- 云计算-可信计算中认证协议改进方案.pdf
- [详细完整版]单片机编程4.ppt
- c语言常用算法.pdf
- c++经典程序代码大全.pdf
- 单片机数字时钟资料.doc
- 11项目管理前沿1.0.pptx
- 基于ssm的“魅力”繁峙宣传网站的设计与实现论文.doc
- 智慧交通综合解决方案.pptx
- 建筑防潮设计-PowerPointPresentati.pptx
- SPC统计过程控制程序.pptx
资源上传下载、课程学习等过程中有任何疑问或建议,欢迎提出宝贵意见哦~我们会及时处理!
点击此处反馈
安全验证
文档复制为VIP权益,开通VIP直接复制
信息提交成功
评论1