Böcker av 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.

Describes a general strategy to study the fluctuations of strongly interacting random variables. This strategy is based on the asymptotic analysis of Dyson-Schwinger (or loop) equations. The author shows how these equations are derived, and how to obtain the concentration of measure estimates required to study these equations asymptotically.