From Boltzmann to random matrices and beyond
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Publication:5963348
DOI10.5802/AFST.1459zbMATH Open1342.80001arXiv1405.1003OpenAlexW2209142699MaRDI QIDQ5963348FDOQ5963348
Publication date: 19 February 2016
Published in: Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI (Search for Journal in Brave)
Abstract: These expository notes propose to follow, across fields, some aspects of the concept of entropy. Starting from the work of Boltzmann in the kinetic theory of gases, various universes are visited, including Markov processes and their Helmholtz free energy, the Shannon monotonicity problem in the central limit theorem, the Voiculescu free probability theory and the free central limit theorem, random walks on regular trees, the circular law for the complex Ginibre ensemble of random matrices, and finally the asymptotic analysis of mean-field particle systems in arbitrary dimension, confined by an external field and experiencing singular pair repulsion. The text is written in an informal style driven by energy and entropy. It aims to be recreative and to provide to the curious readers entry points in the literature, and connections across boundaries.
Full work available at URL: https://arxiv.org/abs/1405.1003
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Cited In (5)
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