TY  - BOOK
AU  - Guionnet,Alice
ED  - Ecole d'été de probabilités de Saint-Flour
TI  - Large random matrices: lectures on macroscopic asymptotics : École d'été de probabilités de Saint-Flour XXXVI--2006 
T2  - Lecture notes in mathematics,
SN  - 9783540698975
AV  - QA3 .L28 no.1957
U1  - 512.9434 22
PY  - 2009///
CY  - Berlin
PB  - Springer
KW  - Random matrices
KW  - cct
KW  - fast
KW  - Electronic books
N1  - Includes bibliographical references (pages 275-285) and index; Notation -- Introduction -- Part I Wigner matrices and moments estimates -- Part II Wigner matrices and concentration inequalities -- Part III Matrix models -- Part IV Eigenvalues of Gaussian Wigner matrices and large deviations -- Part V Stochastic Calculus -- Part VI Free probability -- Part VII Appendix -- References -- Index
N2  - Random matrix theory has developed in the last few years, in connection with various fields of mathematics and physics. These notes emphasize the relation with the problem of enumerating complicated graphs, and the related large deviations questions. Such questions are also closely related with the asymptotic distribution of matrices, which is naturally defined in the context of free probability and operator algebra. The material of this volume is based on a series of nine lectures given at the Saint-Flour Probability Summer School 2006. Lectures were also given by Maury Bramson and Steffen Lauritzen
UR  - https://link-springer-com.libraryproxy.ist.ac.at/10.1007/978-3-540-69897-5
ER  -