random matrices and random partitions normal convergence world scientific series on probability theory and its applications

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Random Matrices And Random Partitions

Author : Zhonggen Su
ISBN : 9789814612241
Genre : Mathematics
File Size : 41. 66 MB
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This book is aimed at graduate students and researchers who are interested in the probability limit theory of random matrices and random partitions. It mainly consists of three parts. Part I is a brief review of classical central limit theorems for sums of independent random variables, martingale differences sequences and Markov chains, etc. These classical theorems are frequently used in the study of random matrices and random partitions. Part II concentrates on the asymptotic distribution theory of Circular Unitary Ensemble and Gaussian Unitary Ensemble, which are prototypes of random matrix theory. It turns out that the classical central limit theorems and methods are applicable in describing asymptotic distributions of various eigenvalue statistics. This is attributed to the nice algebraic structures of models. This part also studies the Circular β Ensembles and Hermitian β Ensembles. Part III is devoted to the study of random uniform and Plancherel partitions. There is a surprising similarity between random matrices and random integer partitions from the viewpoint of asymptotic distribution theory, though it is difficult to find any direct link between the two finite models. A remarkable point is the conditioning argument in each model. Through enlarging the probability space, we run into independent geometric random variables as well as determinantal point processes with discrete Bessel kernels. This book treats only second-order normal fluctuations for primary random variables from two classes of special random models. It is written in a clear, concise and pedagogical way. It may be read as an introductory text to further study probability theory of general random matrices, random partitions and even random point processes. Contents:Normal ConvergenceCircular Unitary EnsembleGaussian Unitary EnsembleRandom Uniform PartitionsRandom Plancherel Partitions Readership: Graduates and researchers majoring in probability theory and mathematical statistics, especially for those working on Probability Limit Theory. Key Features:The book treats only two special models of random matrices, that is, Circular and Gaussian Unitary Ensembles, and the focus is on second-order fluctuations of primary eigenvalue statistics. So all theorems and propositions can be stated and proved in a clear and concise languageIn a companion part, the book also treats two special models of random integerpartitions, namely, random uniform and Plancherel partitions. It exhibits a surprising similarity between random matrices and random partitions from the viewpoint of asymptotic distribution theory, though there is no direct link between finite modelsThe limit distributions of most statistics of interest are obtained by reducing to classical central limit theorems for sums of independent random variables, martingale sequences and Markov chains. So the book is easily accessible to readers that are familiar with a standard probability theory textbookKeywords:Central Limit Theorems;Random Matrices;Random Partitions

Mathematical Reviews

Author :
ISBN : UOM:39015068492373
Genre : Mathematics
File Size : 39. 79 MB
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Probability Theory

Author : I︠A︡kov Grigorʹevich Sinaĭ
ISBN : 3540533486
Genre : Distribution (Probability theory)
File Size : 53. 6 MB
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This book is an excellent introduction to probability theory for students who have some general experience from university-level mathematics, in particular, analysis. It would be suitable for reading in conjunction with a second or third year course in probability theory. Besides the standard material, the author has included sections on special topics, for example percolation and statistical mechanics, which are direct applications of the theory.

The Langevin Equation

Author : W T Coffey
ISBN : 9789814502405
Genre : Science
File Size : 29. 76 MB
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The book is suitable for a lecture course on the theory of Brownian motion, being based on final year undergraduate lectures given at Trinity College, Dublin. Topics that are discussed include: white noise; the Chapman-Kolmogorov equation — Kramers-Moyal expansion; the Langevin equation; the Fokker-Planck equation; Brownian motion of a free particle; spectral density and the Wiener-Khintchin theorem — Brownian motion in a potential application to the Josephson effect, ring laser gyro; Brownian motion in two dimensions; harmonic oscillators; itinerant oscillators; linear response theory; rotational Brownian motion; application to loss processes in dielectric and ferrofluids; superparamagnetism and nonlinear relaxation processes. As the first elementary book on the Langevin equation approach to Brownian motion, this volume attempts to fill in all the missing details which students find particularly hard to comprehend from the fundamental papers contained in the Dover reprint — Selected Papers on Noise and Stochastic Processes, ed. N Wax (1954) — together with modern applications particularly to relaxation in ferrofluids and polar dielectrics. Contents:Historical Background and Introductory ConceptsLangevin Equations and Methods of SolutionThe Brownian Motion of a Free Particle and a Harmonic OscillatorThe Itinerant Oscillator ModelTwo-Dimensional Rotational Brownian Motion in N-Fold Cosine PotentialsThe Brownian Motion in a Tilted Cosine Potential: Application to the Josephson Tunnelling JunctionThree-Dimensional Rotational Brownian Motion in an External Potential with Application to the Theory of Dielectric and Magnetic RelaxationRotational Brownian Motion in an External Potential — Matrix Continued Fraction SolutionNumerical Solutions for Non-Axially Symmetric ProblemsInertial Langevin Equations: Application to the Theory of Dielectric and Kerr-Effect RelaxationLinear Response Theory and the Fokker-Planck Operator Readership: Physicists, chemists, electrical engineers, statisticians and undergraduates. keywords:Langevin Equation;Fokker–Planck Equation;relaxation and Stochastic Processes;Rotational Diffusion;Diffusion in a Potential;Kramers' Theory;Linear and Nonlinear Response Theory;Dielectric Relaxation;Superparamagnetism;Josephson Effect “I found this book a valuable addition to my library. It will be of interest to researchers and advanced students and the material could be used as the text for a course for advanced undergraduates and graduate students.” Journal of Statistical Physics

Stanford Bulletin

Author :
ISBN : STANFORD:36105005080622
Genre : Education
File Size : 59. 30 MB
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Author : Reinhold Remmert
ISBN : 3540127836
Genre : Mathematics
File Size : 79. 93 MB
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Pattern Recognition

Author : Sankar K. Pal
ISBN : 981238653X
Genre : Computers
File Size : 38. 11 MB
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This volume, containing contributions by experts from all over the world, is a collection of 21 articles which present review and research material describing the evolution and recent developments of various pattern recognition methodologies, ranging from statistical, syntactic/linguistic, fuzzy-set-theoretic, neural, genetic-algorithmic and rough-set-theoretic to hybrid soft computing, with significant real-life applications. In addition, the book describes efficient soft machine learning algorithms for data mining and knowledge discovery. With a balanced mixture of theory, algorithms and applications, as well as up-to-date information and an extensive bibliography, Pattern Recognition: From Classical to Modern Approaches is a very useful resource. Contents: Pattern Recognition: Evolution of Methodologies and Data Mining (A Pal & S K Pal); Adaptive Stochastic Algorithms for Pattern Classification (M A L Thathachar & P S Sastry); Shape in Images (K V Mardia); Decision Trees for Classification: A Review and Some New Results (R Kothari & M Dong); Syntactic Pattern Recognition (A K Majumder & A K Ray); Fuzzy Sets as a Logic Canvas for Pattern Recognition (W Pedrycz & N Pizzi); Neural Network Based Pattern Recognition (V David Sanchez A); Networks of Spiking Neurons in Data Mining (K Cios & D M Sala); Genetic Algorithms, Pattern Classification and Neural Networks Design (S Bandyopadhyay et al.); Rough Sets in Pattern Recognition (A Skowron & R Swiniarski); Automated Generation of Qualitative Representations of Complex Objects by Hybrid Soft-Computing Methods (E H Ruspini & I S Zwir); Writing Speed and Writing Sequence Invariant On-line Handwriting Recognition (S-H Cha & S N Srihari); Tongue Diagnosis Based on Biometric Pattern Recognition Technology (K Wang et al.); and other papers. Readership: Graduate students, researchers and academics in pattern recognition.

Elementare Wahrscheinlichkeitstheorie Und Stochastische Prozesse

Author : Kai L. Chung
ISBN : 9783642670336
Genre : Mathematics
File Size : 45. 50 MB
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Aus den Besprechungen: "Unter den zahlreichen Einführungen in die Wahrscheinlichkeitsrechnung bildet dieses Buch eine erfreuliche Ausnahme. Der Stil einer lebendigen Vorlesung ist über Niederschrift und Übersetzung hinweg erhalten geblieben. In jedes Kapitel wird sehr anschaulich eingeführt. Sinn und Nützlichkeit der mathematischen Formulierungen werden den Lesern nahegebracht. Die wichtigsten Zusammenhänge sind als mathematische Sätze klar formuliert." #FREQUENZ#1

Issues In General And Specialized Mathematics Research 2011 Edition

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ISBN : 9781464964923
Genre : Mathematics
File Size : 70. 18 MB
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Issues in General and Specialized Mathematics Research: 2011 Edition is a ScholarlyEditions™ eBook that delivers timely, authoritative, and comprehensive information about General and Specialized Mathematics Research. The editors have built Issues in General and Specialized Mathematics Research: 2011 Edition on the vast information databases of ScholarlyNews.™ You can expect the information about General and Specialized Mathematics Research in this eBook to be deeper than what you can access anywhere else, as well as consistently reliable, authoritative, informed, and relevant. The content of Issues in General and Specialized Mathematics Research: 2011 Edition has been produced by the world’s leading scientists, engineers, analysts, research institutions, and companies. All of the content is from peer-reviewed sources, and all of it is written, assembled, and edited by the editors at ScholarlyEditions™ and available exclusively from us. You now have a source you can cite with authority, confidence, and credibility. More information is available at http://www.ScholarlyEditions.com/.

Wahrscheinlichkeitsrechnung Ars Conjectandi

Author : Jakob Bernoulli
ISBN : 027007211X
Genre :
File Size : 53. 20 MB
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This work has been selected by scholars as being culturally important, and is part of the knowledge base of civilization as we know it. This work was reproduced from the original artifact, and remains as true to the original work as possible. Therefore, you will see the original copyright references, library stamps (as most of these works have been housed in our most important libraries around the world), and other notations in the work. This work is in the public domain in the United States of America, and possibly other nations. Within the United States, you may freely copy and distribute this work, as no entity (individual or corporate) has a copyright on the body of the work. As a reproduction of a historical artifact, this work may contain missing or blurred pages, poor pictures, errant marks, etc. Scholars believe, and we concur, that this work is important enough to be preserved, reproduced, and made generally available to the public. We appreciate your support of the preservation process, and thank you for being an important part of keeping this knowledge alive and relevant.

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