arXivDaily arXiv每日学术速递 周一至周五更新
arXiv math-ph/0412017math-phmath.MP
收藏

随机矩阵理论导论:高斯酉矩阵及其他

Introduction to the Random Matrix Theory: Gaussian Unitary Ensemble and Beyond

Yan V. Fyodorov

摘要:

这些讲座提供了一个非正式的概念和工具,用于分析大型随机厄米矩阵的特征值的统计特性的介绍。在发展了正交多项式方法的一般机制之后,我们详细研究了高斯酉包络(GUE)作为一个范例。特别是,我们讨论了Plancherel-Rotach渐近厄米多项式在各种制度,并采用它的谱分析的GUE。在课程的最后部分,我们讨论了随机矩阵的正交多项式和特征多项式之间的一般关系,这是当前研究的一个活跃领域。

英文摘要:

These lectures provide an informal introduction into the notions and tools used to analyze statistical properties of eigenvalues of large random Hermitian matrices. After developing the general machinery of orthogonal polynomial method, we study in most detail Gaussian Unitary Ensemble (GUE) as a paradigmatic example. In particular, we discuss Plancherel-Rotach asymptotics of Hermite polynomials in various regimes and employ it in spectral analysis of the GUE. In the last part of the course we discuss general relations between orthogonal polynomials and characteristic polynomials of random matrices which is an active area of current research.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑