Random Matrices: High Dimensional Phenomena
From MaRDI portal
Publication:3642520
DOI10.1017/CBO9781139107129zbMath1278.60003MaRDI QIDQ3642520
Publication date: 5 November 2009
Full work available at URL: https://doi.org/10.1017/cbo9781139107129
random matrices; logarithmic Sobolev inequalities; concentration of measure; free probability; concentration inequalities; transportation inequalities; optimal transportation theory; gradient flows.
60B20: Random matrices (probabilistic aspects)
46L54: Free probability and free operator algebras
15B52: Random matrices (algebraic aspects)
47B80: Random linear operators
47H40: Random nonlinear operators
60-02: Research exposition (monographs, survey articles) pertaining to probability theory
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