A dynamical approach to random matrix theory / Laszlo Erdos, Institute of Science and Technology, Austria, Horng-Tzer Yau, Harvard University.

Format:

Book

Author/Creator:

Erdős, László, 1966- author.

Contributor:

Yau, Horng-Tzer.

Courant Institute of Mathematical Sciences.

Series:

Courant Lecture Notes, 2472-4467 ; v. 28

Language:

English

Subjects (All):

Random matrices.

Physical Description:

1 online resource (ix, 226 pages)

Place of Publication:

New York, New York : Courant Institute of Mathematical Sciences, New York University ; Providence, Rhode Island : American Mathematical Society, [2017]

System Details:

Mode of access : World Wide Web

Contents:

Introduction Wigner matrices and their generalizations Eigenvalue density Invariant ensembles Universality for generalized Wigner matrices Local semicircle law for universal Wigner matrices Weak local semicircle law Proof of the local semicircle law Sketch of the proof of the local semicircle law using the spectral gap Fluctuation averaging mechanism Eigenvalue location: The rigidity phenomenon Universality for matrices with Gaussian convolutions Entropy and the logarithmic Sobolev inequality (LSI) Universality of the Dyson Brownian motion Continuity of local correlation functions under the matrix OU process Universality of Wigner matrices in small energy windows: GFT Edge universality Further results and historical notes

Notes:

"Courant Institute of Mathematical Sciences."

Includes bibliographical references (pages 217-223) and index.

Electronic reproduction. Providence, Rhode Island : American Mathematical Society. 2017

Description based on print version record.

Other Format:

Print version: Erdős, László, 1966- dynamical approach to random matrix theory /

ISBN:

9781470441944 (online)

Access Restriction:

Restricted for use by site license.