000 02246nam a22003498i 4500
001 CR9781108303453
003 UkCbUP
005 20200124160154.0
006 m|||||o||d||||||||
007 cr||||||||||||
008 170307s2019||||enk o ||1 0|eng|d
020 _a9781108303453 (ebook)
020 _z9781108419529 (hardback)
040 _aUkCbUP
_beng
_erda
_cUkCbUP
050 0 0 _aQA196.5
_b.M43 2019
082 0 0 _a512.9/434
_223
100 1 _aMeckes, Elizabeth S.,
_eauthor.
245 1 4 _aThe random matrix theory of the classical compact groups /
_cElizabeth S. Meckes.
264 1 _aCambridge :
_bCambridge University Press,
_c2019.
300 _a1 online resource (xi, 212 pages) :
_bdigital, PDF file(s).
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
490 1 _aCambridge tracts in mathematics ;
_v218
500 _aTitle from publisher's bibliographic system (viewed on 05 Jul 2019).
520 _aThis 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.
650 0 _aRandom matrices.
650 0 _aMatrices.
776 0 8 _iPrint version:
_z9781108419529
830 0 _aCambridge tracts in mathematics ;
_v218.
856 4 0 _uhttps://doi.org/10.1017/9781108303453
999 _c514344
_d514342