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- 082 04 |a 512.9/434 |2 23
- 100 1_ |a Livan, Giacomo, |e author.
- 245 10 |a Introduction to random matrices : |b theory and practice / |c Giacomo Livan, Marcel Novaes, Pierpaolo Vivo.
- 264 _1 |a Cham, Switzerland : |b Springer, |c [2018].
- 300 __ |a ix, 124 p. ; |c 22 cm.
- 336 __ |a text |2 rdacontent
- 337 __ |a computer |2 rdamedia
- 338 __ |a online resource |2 rdacarrier
- 490 1_ |a SpringerBriefs in mathematical physics, |x 2197-1765 ; |v volume 26
- 504 __ |a Includes bibliographical references.
- 505 0_ |a Intro; Preface; Contents; 1 Getting Started; 1.1 One-Pager on Random Variables; 2 Value the Eigenvalue; 2.1 Appetizer: Wigner's Surmise; 2.2 Eigenvalues as Correlated Random Variables; 2.3 Compare with the Spacings Between i.i.d.'s; 2.4 Jpdf of Eigenvalues of Gaussian Matrices; References; 3 Classified Material; 3.1 Count on Dirac; 3.2 Layman's Classification; 3.3 To Know More ... ; References; 4 The Fluid Semicircle; 4.1 Coulomb Gas; 4.2 Do It Yourself (Before Lunch); References; 5 Saddle-Point-of-View; 5.1 Saddle-Point. What's the Point?; 5.2 Disintegrate the Integral Equation.
- 505 8_ |a 5.3 Better Weak Than Nothing5.4 Smart Tricks; 5.5 The Final Touch; 5.6 Epilogue; 5.7 To Know More ... ; References; 6 Time for a Change; 6.1 Intermezzo: A Simpler Change of Variables; 6.2 ... that Is the Question; 6.3 Keep Your Volume Under Control; 6.4 For Doubting Thomases ... ; 6.5 Jpdf of Eigenvalues and Eigenvectors; 6.6 Leave the Eigenvalues Alone; 6.7 For Invariant Models ... ; 6.8 The Proof; References; 7 Meet Vandermonde; 7.1 The Vandermonde Determinant; 7.2 Do It Yourself; References; 8 Resolve(nt) the Semicircle; 8.1 A Bit of Theory; 8.2 Averaging; 8.3 Do It Yourself.
- 505 8_ |a 8.4 Localize the Resolvent8.5 To Know More ... ; References; 9 One Pager on Eigenvectors; References; 10 Finite N; 10.1 ?2=2 is Easier; 10.2 Integrating Inwards; 10.3 Do It Yourself; 10.4 Recovering the Semicircle; References; 11 Meet Andr??ief; 11.1 Some Integrals Involving Determinants; 11.2 Do It Yourself; 11.3 To Know More ... ; References; 12 Finite N Is Not Finished; 12.1 ?2=1; 12.2 ?2=4; References; 13 Classical Ensembles: Wishart-Laguerre; 13.1 Wishart-Laguerre Ensemble; 13.2 Jpdf of Entries: Matrix Deltas ... ; 13.3 ... and Matrix Integrals; 13.4 To Know More ... ; References.
- 505 8_ |a 14 Meet Mar?#x8D;enko and Pastur14.1 The Mar?#x8D;enko-Pastur Density; 14.2 Do It Yourself: The Resolvent Method; 14.3 Correlations in the Real World and a Quick Example: Financial Correlations; References; 15 Replicas ... ; 15.1 Meet Edwards and Jones; 15.2 The Proof; 15.3 Averaging the Logarithm; 15.4 Quenched versus Annealed; References; 16 Replicas for GOE; 16.1 Wigner's Semicircle for GOE: Annealed Calculation; 16.2 Wigner's Semicircle: Quenched Calculation; 16.2.1 Critical Points; 16.2.2 One Step Back: Summarize and Continue; References; 17 Born to Be Free.
- 505 8_ |a 17.1 Things About Probability You Probably Already Know17.2 Freeness; 17.3 Free Addition; 17.4 Do It Yourself; References.
- 650 _0 |a Random matrices.
- 650 _0 |a Mathematical physics.
- 650 _0 |a Distribution (Probability theory)
- 650 _0 |a Statistical physics.
- 700 1_ |a Novaes, Marcel, |e author.
- 700 1_ |a Vivo, Pierpaolo, |e author.
- 830 _0 |a SpringerBriefs in mathematical physics ; |v v. 26.
- 950 __ |a JHUL |b O211.1 |c L784