The Random Matrix Theory of the Classical Compact Groups (Hardcover) (ISBN-13: 9781108419529)

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.

Author: Elizabeth S. Meckes
ISBN-10: 1108419526
ISBN-13: 9781108419529
Publisher: Cambridge University Press
Language: English
Published: 08/01/2019
Pages: 224
Format: Hardcover
Weight: 0.90lbs
Size: 9.20h x 8.30w x 0.60d

Review Citation(s):
Choice 04/01/2020