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From Boltzmann to random matrices and beyond

Chafaï, Djalil (2015), From Boltzmann to random matrices and beyond, Annales de la Faculté des Sciences de Toulouse, 24, 4, p. 641-689. 10.5802/afst.1459

Type
Article accepté pour publication ou publié
External document link
https://arxiv.org/abs/1405.1003v4
Date
2015
Journal name
Annales de la Faculté des Sciences de Toulouse
Volume
24
Number
4
Publisher
Université Paul Sabatier
Published in
Paris
Pages
641-689
Publication identifier
10.5802/afst.1459
Metadata
Show full item record
Author(s)
Chafaï, Djalil cc
Abstract (EN)
These expository notes propose to follow, across fields, some aspects of the concept of entropy. Starting from the work of Boltzmann in the kinetic theory of gases, various universes are visited, including Markov processes and their Helmholtz free energy, the Shannon monotonicity problem in the central limit theorem, the Voiculescu free probability theory and the free central limit theorem, random walks on regular trees, the circular law for the complex Ginibre ensemble of random matrices, and finally the asymptotic analysis of mean-field particle systems in arbitrary dimension, confined by an external field and experiencing singular pair repulsion. The text is written in an informal style driven by energy and entropy. It aims to be recreative and to provide to the curious readers entry points in the literature, and connections across boundaries.
Subjects / Keywords
Potential theory; Random matrices; Circular law; Boltzmann; Electrostatics; Collective phenomena; Mean-field interaction; Coulomb gas; Voiculescu; Ginibre ensemble; Interacting Particle Systems; Entropy; Large Deviations Principle; Riesz kernel; Shannon; Equilibrium measure; Singular repulsion

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