The random matrix theory of the classical compact groups / Elizabeth S. Meckes (Case Western Reserve University).

Format:

Book

Author/Creator:

Meckes, Elizabeth S., author.

Series:

Cambridge tracts in mathematics ; 218.

Cambridge tracts in mathematics ; 218

Language:

English

Subjects (All):

Random matrices.

Matrices.

Physical Description:

xi, 212 pages : illustrations ; 24 cm.

Place of Publication:

Cambridge, United Kingdom ; New York, NY : Cambridge University Press, 2019.

Summary:

This is the first book to provide a comprehensive overview of foundational results and recent progress in the study of random matrices from the classical compact groups, drawing on the subject's deep connections to geometry, analysis, algebra, physics, and statistics. The book sets a foundation with an introduction to the groups themselves and six different constructions of Haar measure. Classical and recent results are then presented in a digested, accessible form, including the following: results on the joint distributions of the entries; an extensive treatment of eigenvalue distributions, including the Weyl integration formula, moment formulae, and limit theorems and large deviations for the spectral measures; concentration of measure with applications both within random matrix theory and in high dimensional geometry; and results on characteristic polynomials with connections to the Riemann zeta function. This book will be a useful reference for researchers and an accessible introduction for students in related fields.

Notes:

Includes bibliographical references (pages 205-211) and index.

Other Format:

Electronic version : Meckes, Elizabeth S. Random matrix theory of the classical compact groups.

ISBN:

9781108419529

1108419526

OCLC:

1091236227

Publisher Number:

40029387547