Bøger af Alice Guionnet

This book elaborates on the asymptotic behaviour, when N is large, of certain N-dimensional integrals which typically occur in random matrices, or in 1+1 dimensional quantum integrable models solvable by the quantum separation of variables.

Biane, Philippe: Non-commutative stochastic calculus.-Voiculescu, Dan-Virgil: Lectures on free probability.- Guionnet, Alice: Large random matrices: Lectures on macroscopic asymptotics.