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This book focuses on the behaviour of large random matrices. Standard results are covered, and the presentation emphasizes elementary operator theory and differential equations, so as to be accessible to graduate students and other non-experts. The introductory chapters review material on Lie groups and probability measures in a style suitable for applications in random matrix theory. Later chapters use modern convexity theory to establish subtle results about the convergence of eigenvalue distributions as the size of the matrices increases. Random matrices are viewed as geometrical objects with large dimension. The book analyzes the concentration of measure phenomenon, which describes how measures behave on geometrical objects with large dimension. To prove such results for random matrices, the book develops the modern theory of optimal transportation and proves the associated functional inequalities involving entropy and information. These include the logarithmic Sobolev inequality, which measures how fast some physical systems converge to equilibrium.
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Academic collection --- 512.643 --- 512.643 Matrices and linear mappings. Matrix theory. Determinants. Eigenvalues --- Matrices and linear mappings. Matrix theory. Determinants. Eigenvalues --- Semiseparable matrices --- Matrices --- Numerical analysis --- Matrices semiséparables --- Analyse numérique --- Data processing --- Informatique
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Algebra --- Matrices. --- Matrices --- #TELE:SISTA --- Algebra, Matrix --- Cracovians (Mathematics) --- Matrix algebra --- Matrixes (Algebra) --- Algebra, Abstract --- Algebra, Universal --- 512.643 --- 512.643 Matrices and linear mappings. Matrix theory. Determinants. Eigenvalues --- Matrices and linear mappings. Matrix theory. Determinants. Eigenvalues
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"Totally positive matrices constitute a particular class of matrices, the study of which was initiated by analysts because of its many applications in diverse areas. This modern account of the subject is comprehensive and thorough, with careful treatment of the central properties of totally positive matrices, full proofs and a complete bibliography. The history of the subject is also described: in particular, the book ends with a tribute to the four people who have made the most notable contributions to the history of total positivity: I. J. Schoenberg, M. G. Krein, F. R. Gantmacher and S. Karlin. This monograph will appeal to those with an interest in matrix theory, to those who use or have used total positivity, and to anyone who wishes to learn about this rich and interesting subject"--Provided by publisher.
Matrices --- Algebra, Matrix --- Cracovians (Mathematics) --- Matrix algebra --- Matrixes (Algebra) --- Algebra, Abstract --- Algebra, Universal --- 512.643 --- 512.643 Matrices and linear mappings. Matrix theory. Determinants. Eigenvalues --- Matrices and linear mappings. Matrix theory. Determinants. Eigenvalues --- Matrices.
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Algebra --- Mathematical analysis --- Matrices --- Matrices. --- 512.643 --- 510.22 --- 510.22 Set theory. Set theoretic approach. Theory of order types, of ordinal and cardinal numbers --- Set theory. Set theoretic approach. Theory of order types, of ordinal and cardinal numbers --- 512.643 Matrices and linear mappings. Matrix theory. Determinants. Eigenvalues --- Matrices and linear mappings. Matrix theory. Determinants. Eigenvalues --- #TELE:SISTA
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Linear algebraic groups. --- Lie groups. --- Groupes algébriques linéaires. --- Lie, Groupes de. --- Matrix groups --- 512.643 --- 512.643 Matrices and linear mappings. Matrix theory. Determinants. Eigenvalues --- Matrices and linear mappings. Matrix theory. Determinants. Eigenvalues --- Group theory --- Matrices --- Groupes algébriques linéaires.
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In 1990, the National Science Foundation recommended that every college mathematics curriculum should include a second course in linear algebra. In answer to this recommendation, Matrix Theory: From Generalized Inverses to Jordan Form provides the material for a second semester of linear algebra that probes introductory linear algebra concepts while also exploring topics not typically covered in a sophomore-level class. Tailoring the material to advanced undergraduate and beginning graduate students, the authors offer instructors flexibility in choosing topics from the book. The text first focuses on the central problem of linear algebra: solving systems of linear equations. It then discusses LU factorization, derives Sylvester's rank formula, introduces full-rank factorization, and describes generalized inverses. After discussions on norms, QR factorization, and orthogonality, the authors prove the important spectral theorem. They also highlight the primary decomposition theorem, Schur's triangularization theorem, singular value decomposition, and the Jordan canonical form theorem. The book concludes with a chapter on multilinear algebra. With this classroom-tested text students can delve into elementary linear algebra ideas at a deeper level and prepare for further study in matrix theory and abstract algebra.
Algebra --- Matrices --- Algebras, Linear --- Matrix inversion --- 512.643 --- Matrices and linear mappings. Matrix theory. Determinants. Eigenvalues --- 512.643 Matrices and linear mappings. Matrix theory. Determinants. Eigenvalues --- Inverse matrices --- Inverse of a matrix --- Inversion, Matrix --- Linear operators --- Algebra, Matrix --- Cracovians (Mathematics) --- Matrix algebra --- Matrixes (Algebra) --- Algebra, Abstract --- Algebra, Universal --- Linear algebra --- Generalized spaces --- Mathematical analysis --- Calculus of operations --- Line geometry --- Topology --- Generalized inverses --- Matrices - Textbooks --- Algebras, Linear - Textbooks --- Matrix inversion - Textbooks
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Mathematics --- Matrices --- Linear Models --- 512.643 --- 510.22 --- matrices --- determinanten --- wiskunde: matrices --- Matrices and linear mappings. Matrix theory. Determinants. Eigenvalues --- Set theory. Set theoretic approach. Theory of order types, of ordinal and cardinal numbers --- 510.22 Set theory. Set theoretic approach. Theory of order types, of ordinal and cardinal numbers --- 512.643 Matrices and linear mappings. Matrix theory. Determinants. Eigenvalues --- Mathematics - Problems, exercises, etc. --- Mathematics - problems and exercises --- Linear Models - problems and exercises --- Matrices - Problèmes et exercices
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