Book contents
- Frontmatter
- Contents
- Introduction
- 1 Metric measure spaces
- 2 Lie groups and matrix ensembles
- 3 Entropy and concentration of measure
- 4 Free entropy and equilibrium
- 5 Convergence to equilibrium
- 6 Gradient flows and functional inequalities
- 7 Young tableaux
- 8 Random point fields and random matrices
- 9 Integrable operators and differential equations
- 10 Fluctuations and the Tracy–Widom distribution
- 11 Limit groups and Gaussian measures
- 12 Hermite polynomials
- 13 From the Ornstein–Uhlenbeck process to the Burgers equation
- 14 Noncommutative probability spaces
- References
- Index
3 - Entropy and concentration of measure
Published online by Cambridge University Press: 05 March 2012
Book contents
- Frontmatter
- Contents
- Introduction
- 1 Metric measure spaces
- 2 Lie groups and matrix ensembles
- 3 Entropy and concentration of measure
- 4 Free entropy and equilibrium
- 5 Convergence to equilibrium
- 6 Gradient flows and functional inequalities
- 7 Young tableaux
- 8 Random point fields and random matrices
- 9 Integrable operators and differential equations
- 10 Fluctuations and the Tracy–Widom distribution
- 11 Limit groups and Gaussian measures
- 12 Hermite polynomials
- 13 From the Ornstein–Uhlenbeck process to the Burgers equation
- 14 Noncommutative probability spaces
- References
- Index
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- Random Matrices: High Dimensional Phenomena , pp. 84 - 131Publisher: Cambridge University PressPrint publication year: 2009