Panoramas et synthèses N° 53
Advanced topics in random matrices

Par : Florent Benaych-Georges, Charles Bordenave, Mireille Capitaine, Catherine Donati-Martin, Antti Knowles
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  • Nombre de pages190
  • PrésentationBroché
  • FormatGrand Format
  • Poids0.525 kg
  • Dimensions17,5 cm × 24,0 cm × 1,0 cm
  • ISBN978-2-85629-850-3
  • EAN9782856298503
  • Date de parution01/02/2018
  • ÉditeurSociété Mathématique de France

Résumé

This book provides three accessible panoramas and syntheses on advanced topics in random matrix theory : (1) local semicircle law for Wigner matrices, and applications to eigenvectors delocalization, rigidity of eigenvalues, and fourth moment theorem ; (2) spectrum of random graphs, recent advances on eigenvalues and eigenvectors, and open problems ; (3) deformed random matrices and free probability, unified understanding of various asymptotic phenomena such as spectral measure description, localization and fluctuations of extremal eigenvalues, eigenvectors behavior.
This book provides three accessible panoramas and syntheses on advanced topics in random matrix theory : (1) local semicircle law for Wigner matrices, and applications to eigenvectors delocalization, rigidity of eigenvalues, and fourth moment theorem ; (2) spectrum of random graphs, recent advances on eigenvalues and eigenvectors, and open problems ; (3) deformed random matrices and free probability, unified understanding of various asymptotic phenomena such as spectral measure description, localization and fluctuations of extremal eigenvalues, eigenvectors behavior.