Large Random Matrices: Lectures On Macroscopic Asymptotics: école Dété De Probabilités De Saint-flour Xxxvi ¿ 2006

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Random matrix theory has developed in the last few years, in connection with various fields of mathematics and physics. These notes emphasize the relation with the problem of enumerating complicated graphs, and the related large deviations questions. Such questions are also closely related with the asymptotic distribution of matrices, which is naturally defined in the context of free probability and operator algebra.The material of this volume is based on a series of nine lectures given at the Saint-Flour Probability Summer School 2006. Lectures were also given by Maury Bramson and Steffen Lauritzen.


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Lecture Notes in Mathematics Editors: J.-M. Morel, Cachan F. Takens, Groningen B. Teissier, Paris Subseries: École d’Été de Probabilités de Saint-Flour 1957 Saint-Flour Probability Summer School The Saint-Flour volumes are reflections of the courses given at the Saint-Flour Probability Summer School. Founded in 1971, this school is organised every year by the Laboratoire de Mathématiques (CNRS and Université Blaise Pascal, Clermont-Ferrand, France). It is intended for PhD students, teachers and researchers who are interested in probability theory, statistics, and in their applications. The duration of each school is 13 days (it was 17 days up to 2005), and up to 70 participants can attend it. The aim is to provide, in three high-level courses, a comprehensive study of some fields in probability theory or Statistics. The lecturers are chosen by an international scientific board. The participants themselves also have the opportunity to give short lectures about their research work. Participants are lodged and work in the same building, a former seminary built in the 18th century in the city of Saint-Flour, at an altitude of 900 m. The pleasant surroundings facilitate scientific discussion and exchange. The Saint-Flour Pr