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The Semicircle Law, Free Random Variables and Entropy

The Semicircle Law, Free Random Variables and Entropy
Author: Fumio Hiai
Publisher: American Mathematical Soc.
Total Pages: 389
Release: 2000
Genre: Mathematics
ISBN: 0821841351

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The book treats free probability theory, which has been extensively developed since the early 1980s. The emphasis is put on entropy and the random matrix model approach. The volume is a unique presentation demonstrating the extensive interrelation between the topics. Wigner's theorem and its broad generalizations, such as asymptotic freeness of independent matrices, are explained in detail. Consistent throughout the book is the parallelism between the normal and semicircle laws. Voiculescu's multivariate free entropy theory is presented with full proofs and extends the results to unitary operators. Some applications to operator algebras are also given. Based on lectures given by the authors in Hungary, Japan, and Italy, the book is a good reference for mathematicians interested in free probability theory and can serve as a text for an advanced graduate course. This book brings together both new material and recent surveys on some topics in differential equations that are either directly relevant to, or closely associated with, mathematical physics. Its topics include asymptotic formulas for the ground-state energy of fermionic gas, renormalization ideas in quantum field theory from perturbations of the free Hamiltonian on the circle, $J$-selfadjoint Dirac operators, spectral theory of Schrodinger operators, inverse problems, isoperimetric inequalities in quantum mechanics, Hardy inequalities, and non-adiabatic transitions. Excellent survey articles on Dirichlet-Neumann inverse problems on manifolds (by Uhlmann), numerical investigations associated with Laplacian eigenvalues on planar regions (by Trefethen), Snell's law and propagation of singularities in the wave equation (by Vasy), random operators on tree graphs (by Aizenmann) make this book interesting and valuable for graduate students, young mathematicians, and physicists alike.


Free Random Variables

Free Random Variables
Author: Dan V. Voiculescu
Publisher: American Mathematical Soc.
Total Pages: 80
Release: 1992
Genre: Mathematics
ISBN: 0821811401

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This book presents the first comprehensive introduction to free probability theory, a highly noncommutative probability theory with independence based on free products instead of tensor products. Basic examples of this kind of theory are provided by convolution operators on free groups and by the asymptotic behavior of large Gaussian random matrices. The probabilistic approach to free products has led to a recent surge of new results on the von Neumann algebras of free groups. The book is ideally suited as a textbook for an advanced graduate course and could also provide material for a seminar. In addition to researchers and graduate students in mathematics, this book will be of interest to physicists and others who use random matrices.


Free Probability and Random Matrices

Free Probability and Random Matrices
Author: James A. Mingo
Publisher: Springer
Total Pages: 336
Release: 2017-06-24
Genre: Mathematics
ISBN: 1493969420

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This volume opens the world of free probability to a wide variety of readers. From its roots in the theory of operator algebras, free probability has intertwined with non-crossing partitions, random matrices, applications in wireless communications, representation theory of large groups, quantum groups, the invariant subspace problem, large deviations, subfactors, and beyond. This book puts a special emphasis on the relation of free probability to random matrices, but also touches upon the operator algebraic, combinatorial, and analytic aspects of the theory. The book serves as a combination textbook/research monograph, with self-contained chapters, exercises scattered throughout the text, and coverage of important ongoing progress of the theory. It will appeal to graduate students and all mathematicians interested in random matrices and free probability from the point of view of operator algebras, combinatorics, analytic functions, or applications in engineering and statistical physics.


A Dynamical Approach to Random Matrix Theory

A Dynamical Approach to Random Matrix Theory
Author: László Erdős
Publisher: American Mathematical Soc.
Total Pages: 226
Release: 2017-08-30
Genre: Random matrices
ISBN: 1470436485

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A co-publication of the AMS and the Courant Institute of Mathematical Sciences at New York University 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. Titles in this series are co-published with the Courant Institute of Mathematical Sciences at New York University.


Lectures on the Combinatorics of Free Probability

Lectures on the Combinatorics of Free Probability
Author: Alexandru Nica
Publisher: Cambridge University Press
Total Pages: 430
Release: 2006-09-07
Genre: Mathematics
ISBN: 0521858526

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This 2006 book is a self-contained introduction to free probability theory suitable for an introductory graduate level course.


High-dimensional Manifold Topology - Proceedings Of The School

High-dimensional Manifold Topology - Proceedings Of The School
Author: F Thomas Farrell
Publisher: World Scientific
Total Pages: 510
Release: 2003-10-17
Genre: Mathematics
ISBN: 9814487074

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Contents: A Foliated Squeezing Theorem for Geometric Modules (A Bartels et al.)Equivariant Cellular Homology and Its Applications (B Chorny)Remarks on a Conjecture of Gromov and Lawson (W Dwyer et al.)Chain Complex Invariants for Group Actions (L E Jones)The Ore Condition, Affiliated Operators, and the Lamplighter Group (P A Linnell et al.)The Surgery Exact Sequence Revisited (E K Pedersen)K-theory for Proper Smooth Actions of Totally Disconnected Groups (J Sauer)Geometric Chain Homotopy Equivalences between Novikov Complexes (D Schütz)and other papers Readership: Graduate students and researchers in geometry and topology. Keywords:High-Dimensional Manifold Topology;Operator Algebras;K-Theory;L-Theory;Foliated Control Theory


High-dimensional Manifold Topology

High-dimensional Manifold Topology
Author: R. T. Farrell
Publisher: World Scientific
Total Pages: 516
Release: 2003
Genre: Mathematics
ISBN: 9789812704443

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This book covers topics such as manifolds with positive scalar curvature, pseudo-isotopy spectrum and controlled theory, and reduction of the Novikov and Borel conjectures for aspherical complexes to aspherical manifolds.


High-dimensional Manifold Topology

High-dimensional Manifold Topology
Author: Abdus Salam International Centre for Theoretical Physics
Publisher: World Scientific
Total Pages: 510
Release: 2003
Genre: Mathematics
ISBN: 9812382232

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Eigenvalue Distribution of Large Random Matrices

Eigenvalue Distribution of Large Random Matrices
Author: Leonid Andreevich Pastur
Publisher: American Mathematical Soc.
Total Pages: 650
Release: 2011
Genre: Mathematics
ISBN: 082185285X

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Random matrix theory is a wide and growing field with a variety of concepts, results, and techniques and a vast range of applications in mathematics and the related sciences. The book, written by well-known experts, offers beginners a fairly balanced collection of basic facts and methods (Part 1 on classical ensembles) and presents experts with an exposition of recent advances in the subject (Parts 2 and 3 on invariant ensembles and ensembles with independent entries). The text includes many of the authors' results and methods on several main aspects of the theory, thus allowing them to present a unique and personal perspective on the subject and to cover many topics using a unified approach essentially based on the Stieltjes transform and orthogonal polynomials. The exposition is supplemented by numerous comments, remarks, and problems. This results in a book that presents a detailed and self-contained treatment of the basic random matrix ensembles and asymptotic regimes. This book will be an important reference for researchers in a variety of areas of mathematics and mathematical physics. Various chapters of the book can be used for graduate courses; the main prerequisite is a basic knowledge of calculus, linear algebra, and probability theory.


Selected Papers on Analysis and Related Topics

Selected Papers on Analysis and Related Topics
Author:
Publisher: American Mathematical Soc.
Total Pages: 190
Release: 2008
Genre: Mathematics
ISBN: 9780821839287

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This volume contains translations of papers that originally appeared in the Japanese journal 'Sugaku'. The papers range over a variety of topics, including operator algebras, analysis, and statistics.