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A rigorous introduction to the basic theory of random matrices designed for graduate students with a background in probability theory.
This ENCYCLOPAEDIA OF MATHEMATICS aims to be a reference work for all parts of mathe matics. It is a translation with updates and editorial comments of the Soviet Mathematical Encyclopaedia published by 'Soviet Encyclopaedia Publishing House' in five volumes in 1977-1985. The annotated translation consists of ten volumes including a special index volume. There are three kinds of articles in this ENCYCLOPAEDIA. First of all there are survey-type articles dealing with the various main directions in mathematics (where a rather fine subdivi sion has been used). The main requirement for these articles has been that they should give a reasonably complete up-to-date account of the current state of affairs in these areas and that they should be maximally accessible. On the whole, these articles should be understandable to mathematics students in their first specialization years, to graduates from other mathematical areas and, depending on the specific subject, to specialists in other domains of science, en gineers and teachers of mathematics. These articles treat their material at a fairly general level and aim to give an idea of the kind of problems, techniques and concepts involved in the area in question. They also contain background and motivation rather than precise statements of precise theorems with detailed definitions and technical details on how to carry out proofs and constructions. The second kind of article, of medium length, contains more detailed concrete problems, results and techniques.
The fundamental theorems on the asymptotic behavior of eigenvalues, inverses, and products of banded Toeplitz matrices and Toeplitz matrices with absolutely summable elements are derived in a tutorial manner. Mathematical elegance and generality are sacrificed for conceptual simplicity and insight in the hope of making these results available to engineers lacking either the background or endurance to attack the mathematical literature on the subject. By limiting the generality of the matrices considered, the essential ideas and results can be conveyed in a more intuitive manner without the mathematical machinery required for the most general cases. As an application the results are applied to the study of the covariance matrices and their factors of linear models of discrete time random processes. The fundamental theorems on the asymptotic behavior of eigenvalues, inverses, and products of banded Toeplitz matrices and Toeplitz matrices with absolutely summable elements are derived in a tutorial manner. Mathematical elegance and generality are sacrificed for conceptual simplicity and insight in the hope of making these results available to engineers lacking either the background or endurance to attack the mathematical literature on the subject. By limiting the generality of the matrices considered, the essential ideas and results can be conveyed in a more intuitive manner without the mathematical machinery required for the most general cases. As an application the results are applied to the study of the covariance matrices and their factors of linear models of discrete time random processes.
The unifying theme of this book is the interplay among noncommutative geometry, physics, and number theory. The two main objects of investigation are spaces where both the noncommutative and the motivic aspects come to play a role: space-time, where the guiding principle is the problem of developing a quantum theory of gravity, and the space of primes, where one can regard the Riemann Hypothesis as a long-standing problem motivating the development of new geometric tools. The book stresses the relevance of noncommutative geometry in dealing with these two spaces. The first part of the book deals with quantum field theory and the geometric structure of renormalization as a Riemann-Hilbert correspondence. It also presents a model of elementary particle physics based on noncommutative geometry. The main result is a complete derivation of the full Standard Model Lagrangian from a very simple mathematical input. Other topics covered in the first part of the book are a noncommutative geometry model of dimensional regularization and its role in anomaly computations, and a brief introduction to motives and their conjectural relation to quantum field theory. The second part of the book gives an interpretation of the Weil explicit formula as a trace formula and a spectral realization of the zeros of the Riemann zeta function. This is based on the noncommutative geometry of the adèle class space, which is also described as the space of commensurability classes of Q-lattices, and is dual to a noncommutative motive (endomotive) whose cyclic homology provides a general setting for spectral realizations of zeros of L-functions. The quantum statistical mechanics of the space of Q-lattices, in one and two dimensions, exhibits spontaneous symmetry breaking. In the low-temperature regime, the equilibrium states of the corresponding systems are related to points of classical moduli spaces and the symmetries to the class field theory of the field of rational numbers and of imaginary quadratic fields, as well as to the automorphisms of the field of modular functions. The book ends with a set of analogies between the noncommutative geometries underlying the mathematical formulation of the Standard Model minimally coupled to gravity and the moduli spaces of Q-lattices used in the study of the zeta function.
Lists citations with abstracts for aerospace related reports obtained from world wide sources and announces documents that have recently been entered into the NASA Scientific and Technical Information Database.
This is the third supplementary volume to Kluwer's highly acclaimed twelve-volume Encyclopaedia of Mathematics. This additional volume contains nearly 500 new entries written by experts and covers developments and topics not included in the previous volumes. These entries are arranged alphabetically throughout and a detailed index is included. This supplementary volume enhances the existing twelve volumes, and together, these thirteen volumes represent the most authoritative, comprehensive and up-to-date Encyclopaedia of Mathematics available.