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Topics in Random Polynomials

Topics in Random Polynomials
Author: K Farahmand
Publisher: CRC Press
Total Pages: 180
Release: 1998-08-15
Genre: Mathematics
ISBN: 9780582356221

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Topics in Random Polynomials presents a rigorous and comprehensive treatment of the mathematical behavior of different types of random polynomials. These polynomials-the subject of extensive recent research-have many applications in physics, economics, and statistics. The main results are presented in such a fashion that they can be understood and used by readers whose knowledge of probability incorporates little more than basic probability theory and stochastic processes.


Topics in Random Polynomials

Topics in Random Polynomials
Author: Kambiz Farahmand
Publisher:
Total Pages: 163
Release: 1998
Genre: Random polynomials
ISBN:

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Random Polynomials

Random Polynomials
Author: A. T. Bharucha-Reid
Publisher: Academic Press
Total Pages: 223
Release: 2014-05-10
Genre: Mathematics
ISBN: 148319146X

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Probability and Mathematical Statistics: A Series of Monographs and Textbooks: Random Polynomials focuses on a comprehensive treatment of random algebraic, orthogonal, and trigonometric polynomials. The publication first offers information on the basic definitions and properties of random algebraic polynomials and random matrices. Discussions focus on Newton's formula for random algebraic polynomials, random characteristic polynomials, measurability of the zeros of a random algebraic polynomial, and random power series and random algebraic polynomials. The text then elaborates on the number and expected number of real zeros of random algebraic polynomials; number and expected number of real zeros of other random polynomials; and variance of the number of real zeros of random algebraic polynomials. Topics include the expected number of real zeros of random orthogonal polynomials and the number and expected number of real zeros of trigonometric polynomials. The book takes a look at convergence and limit theorems for random polynomials and distribution of the zeros of random algebraic polynomials, including limit theorems for random algebraic polynomials and random companion matrices and distribution of the zeros of random algebraic polynomials. The publication is a dependable reference for probabilists, statisticians, physicists, engineers, and economists.


Topics in Random Matrix Theory

Topics in Random Matrix Theory
Author: Terence Tao
Publisher: American Mathematical Soc.
Total Pages: 298
Release: 2012-03-21
Genre: Mathematics
ISBN: 0821874306

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The field of random matrix theory has seen an explosion of activity in recent years, with connections to many areas of mathematics and physics. However, this makes the current state of the field almost too large to survey in a single book. In this graduate text, we focus on one specific sector of the field, namely the spectral distribution of random Wigner matrix ensembles (such as the Gaussian Unitary Ensemble), as well as iid matrix ensembles. The text is largely self-contained and starts with a review of relevant aspects of probability theory and linear algebra. With over 200 exercises, the book is suitable as an introductory text for beginning graduate students seeking to enter the field.


Orthogonal Polynomials and Random Matrices: A Riemann-Hilbert Approach

Orthogonal Polynomials and Random Matrices: A Riemann-Hilbert Approach
Author: Percy Deift
Publisher: American Mathematical Soc.
Total Pages: 273
Release: 2000
Genre: Mathematics
ISBN: 0821826956

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This volume expands on a set of lectures held at the Courant Institute on Riemann-Hilbert problems, orthogonal polynomials, and random matrix theory. The goal of the course was to prove universality for a variety of statistical quantities arising in the theory of random matrix models. The central question was the following: Why do very general ensembles of random n times n matrices exhibit universal behavior as n > infinity? The main ingredient in the proof is the steepest descent method for oscillatory Riemann-Hilbert problems. Titles in this series are copublished with the Courant Institute of Mathematical Sciences at New York University.


From Topology to Computation: Proceedings of the Smalefest

From Topology to Computation: Proceedings of the Smalefest
Author: Morris W. Hirsch
Publisher: Springer Science & Business Media
Total Pages: 620
Release: 2012-12-06
Genre: Mathematics
ISBN: 1461227402

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An extraordinary mathematical conference was held 5-9 August 1990 at the University of California at Berkeley: From Topology to Computation: Unity and Diversity in the Mathematical Sciences An International Research Conference in Honor of Stephen Smale's 60th Birthday The topics of the conference were some of the fields in which Smale has worked: • Differential Topology • Mathematical Economics • Dynamical Systems • Theory of Computation • Nonlinear Functional Analysis • Physical and Biological Applications This book comprises the proceedings of that conference. The goal of the conference was to gather in a single meeting mathemati cians working in the many fields to which Smale has made lasting con tributions. The theme "Unity and Diversity" is enlarged upon in the section entitled "Research Themes and Conference Schedule." The organizers hoped that illuminating connections between seemingly separate mathematical sub jects would emerge from the conference. Since such connections are not easily made in formal mathematical papers, the conference included discussions after each of the historical reviews of Smale's work in different fields. In addition, there was a final panel discussion at the end of the conference.


Topics in Polynomials of One and Several Variables and Their Applications

Topics in Polynomials of One and Several Variables and Their Applications
Author: Themistocles M. Rassias
Publisher: World Scientific
Total Pages: 658
Release: 1993
Genre: Mathematics
ISBN: 9789810206147

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This volume presents an account of some of the most important work that has been done on various research problems in the theory of polynomials of one and several variables and their applications. It is dedicated to P L Chebyshev, a leading Russian mathematician.


An Introduction to Random Matrices

An Introduction to Random Matrices
Author: Greg W. Anderson
Publisher: Cambridge University Press
Total Pages: 507
Release: 2010
Genre: Mathematics
ISBN: 0521194520

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A rigorous introduction to the basic theory of random matrices designed for graduate students with a background in probability theory.


The Random Matrix Theory of the Classical Compact Groups

The Random Matrix Theory of the Classical Compact Groups
Author: Elizabeth S. Meckes
Publisher: Cambridge University Press
Total Pages: 225
Release: 2019-08-01
Genre: Mathematics
ISBN: 1108317995

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This is the first book to provide a comprehensive overview of foundational results and recent progress in the study of random matrices from the classical compact groups, drawing on the subject's deep connections to geometry, analysis, algebra, physics, and statistics. The book sets a foundation with an introduction to the groups themselves and six different constructions of Haar measure. Classical and recent results are then presented in a digested, accessible form, including the following: results on the joint distributions of the entries; an extensive treatment of eigenvalue distributions, including the Weyl integration formula, moment formulae, and limit theorems and large deviations for the spectral measures; concentration of measure with applications both within random matrix theory and in high dimensional geometry; and results on characteristic polynomials with connections to the Riemann zeta function. This book will be a useful reference for researchers and an accessible introduction for students in related fields.