Random Matrices: High Dimensional Phenomena

DOI10.1017/CBO9781139107129zbMath1278.60003OpenAlexW419945568MaRDI QIDQ3642520

Gordon Blower

Publication date: 5 November 2009

Full work available at URL: https://doi.org/10.1017/cbo9781139107129

zbMATH Keywords

random matriceslogarithmic Sobolev inequalitiesconcentration of measurefree probabilityconcentration inequalitiestransportation inequalitiesoptimal transportation theorygradient flows.

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Free probability and free operator algebras (46L54) Random matrices (algebraic aspects) (15B52) Random linear operators (47B80) Random nonlinear operators (47H40) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

Related Items (27)

On the Cartan decomposition for classical random matrix ensembles ⋮ Asymptotics for a singularly perturbed GUE, Painlevé III, double-confluent Heun equations, and small eigenvalues ⋮ Hellmann-Feynman connection for the relative Fisher information ⋮ Unnamed Item ⋮ Fisher information framework for time series modeling ⋮ The free logarithmic Sobolev and the free transportation cost inequalities by time integrations ⋮ On the law of large numbers for the empirical measure process of generalized Dyson Brownian motion ⋮ Linear algebra and multivariate analysis in statistics: development and interconnections in the twentieth century ⋮ Legendre transform structure and extremal properties of the relative Fisher information ⋮ A concentration inequality and a local law for the sum of two random matrices ⋮ On linear systems and \(\tau\) functions associated with Lamé's equation and Painlevé's equation VI ⋮ The Dyson and Coulomb games ⋮ Sum rules and large deviations for spectral measures on the unit circle ⋮ Painlevé functions in statistical physics ⋮ On properties of a deformed Freud weight ⋮ Meet Andréief, Bordeaux 1886, and Andreev, Kharkov 1882–1883 ⋮ Moments of traces of circular beta-ensembles ⋮ Phase structure of XX0 spin chain and nonintersecting Brownian motion ⋮ Ewens Measures on Compact Groups and Hypergeometric Kernels ⋮ Sum rules via large deviations: extension to polynomial potentials and the multi-cut regime ⋮ A nonlocal transport equation describing roots of polynomials under differentiation ⋮ Remarks on a free analogue of the beta prime distribution ⋮ Full Dysonian dynamics of the complex Ginibre ensemble ⋮ FREE INFINITE DIVISIBILITY FOR ULTRASPHERICALS ⋮ Exact equivalences and phase discrepancies between random matrix ensembles ⋮ A nonlocal transport equation modeling complex roots of polynomials under differentiation ⋮ Semiparametric single-index panel data models with cross-sectional dependence

This page was built for publication: Random Matrices: High Dimensional Phenomena