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A Dynamical Approach to Random Matrix Theory (Paperback)
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A Dynamical Approach to Random Matrix Theory (Paperback)
Series: Courant Lecture Notes
Expected to ship within 12 - 17 working days
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This book is a concise and self-contained introduction of recent
techniques to prove local spectral universality for large random
matrices. Random matrix theory is a fast expanding research area,
and this book mainly focuses on the methods that the authors
participated in developing over the past few years. Many other
interesting topics are not included, and neither are several new
developments within the framework of these methods. The authors
have chosen instead to present key concepts that they believe are
the core of these methods and should be relevant for future
applications. They keep technicalities to a minimum to make the
book accessible to graduate students. With this in mind, they
include in this book the basic notions and tools for
high-dimensional analysis, such as large deviation, entropy,
Dirichlet form, and the logarithmic Sobolev inequality. This
manuscript has been developed and continuously improved over the
last five years. The authors have taught this material in several
regular graduate courses at Harvard, Munich, and Vienna, in
addition to various summer schools and short courses.
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