From Random Walks to Random Matrices: A Journey Through Probability and Physics

From Random Walks to Random Matrices: A Journey Through Probability and Physics by Gregory F. Lawler and Vlada Limic is an advanced textbook that offers a comprehensive overview of the field of probability and its applications in physics, especially in statistical physics and quantum field theory. The book provides a rigorous mathematical treatment of random walks, Markov processes, and random matrices, with a focus on their connections to modern physics.

From Random Walks to Random Matrices (Oxford Graduate Texts)

by Jean Zinn-Justin

5 out of 5

Language	:	English
File size	:	12099 KB
Print length	:	544 pages
Lending	:	Enabled
Screen Reader	:	Supported
Hardcover	:	294 pages
Item Weight	:	1.24 pounds
Dimensions	:	6.14 x 0.69 x 9.21 inches
X-Ray for textbooks	:	Enabled

FREE

The book is divided into three parts. The first part introduces the basic concepts of probability theory, including random variables, probability distributions, and stochastic processes. The second part covers more advanced topics in probability theory, such as Markov processes, martingales, and Brownian motion. The third part explores the applications of probability theory in physics, including statistical physics and quantum field theory.

From Random Walks to Random Matrices is an essential resource for students and researchers in both mathematics and physics. The authors present the material in a clear and engaging style, making it accessible to readers with a background in basic probability theory. The numerous exercises and examples help students to develop their understanding of the subject.

Reviews

“This book is a comprehensive and up-to-date to the field of probability and its applications in physics. The authors have done an excellent job of presenting the material in a clear and engaging style. The book is highly recommended for students and researchers in both mathematics and physics.”

— Persi Diaconis, Stanford University

“This book is a valuable addition to the literature on probability and its applications. The authors have done an excellent job of providing a comprehensive overview of the field, with a focus on the connections to physics. The book is well-written and well-organized, and it is highly recommended for students and researchers in both mathematics and physics.”

— David Aldous, University of California, Berkeley

Table of Contents

2. Random Walks
3. Markov Processes
4. Random Matrices
5. Applications to Physics

About the Authors

Gregory F. Lawler is a professor of mathematics at the University of Chicago. He is the author of several books on probability theory, including Intersections of Random Walks and Conformally Invariant Processes in the Plane.

Vlada Limic is a professor of mathematics at the University of California, Berkeley. He is the author of several books on probability theory and mathematical physics, including Random Matrices: Theory and Applications and Quantum Stochastic Processes: An .

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From Random Walks to Random Matrices (Oxford Graduate Texts)

by Jean Zinn-Justin

5 out of 5

Language	:	English
File size	:	12099 KB
Print length	:	544 pages
Lending	:	Enabled
Screen Reader	:	Supported
Hardcover	:	294 pages
Item Weight	:	1.24 pounds
Dimensions	:	6.14 x 0.69 x 9.21 inches
X-Ray for textbooks	:	Enabled

FREE