Topics in random matrix theory
Tao, Terence
Topics in random matrix theory - Rhode Islands, USA American Mathematical Society 2016 - x, 282 p. - Graduate studies in mathematics ; v. 132 .
Table of Contents:
Contents
Preface
Chapter 1. Preparatory material
Chapter 2. Random matrices
Chapter 3. Related articles
Bibliography
Index
The field of random matrix theory has seen an explosion of activity in recent years, with connections to many areas of mathematics and physics. However, this makes the current state of the field almost too large to survey in a single book. In this graduate text, we focus on one specific sector of the field, namely the spectral distribution of random Wigner matrix ensembles (such as the Gaussian Unitary Ensemble), as well as iid matrix ensembles. The text is largely self-contained and starts with a review of relevant aspects of probability theory and linear algebra. With over 200 exercises, the book is suitable as an introductory text for beginning graduate students seeking to enter the field.
(https://bookstore.ams.org/gsm-132/)
9781470425821
Random matrices
Random matrix theory
512.9434 / T2T6
Topics in random matrix theory - Rhode Islands, USA American Mathematical Society 2016 - x, 282 p. - Graduate studies in mathematics ; v. 132 .
Table of Contents:
Contents
Preface
Chapter 1. Preparatory material
Chapter 2. Random matrices
Chapter 3. Related articles
Bibliography
Index
The field of random matrix theory has seen an explosion of activity in recent years, with connections to many areas of mathematics and physics. However, this makes the current state of the field almost too large to survey in a single book. In this graduate text, we focus on one specific sector of the field, namely the spectral distribution of random Wigner matrix ensembles (such as the Gaussian Unitary Ensemble), as well as iid matrix ensembles. The text is largely self-contained and starts with a review of relevant aspects of probability theory and linear algebra. With over 200 exercises, the book is suitable as an introductory text for beginning graduate students seeking to enter the field.
(https://bookstore.ams.org/gsm-132/)
9781470425821
Random matrices
Random matrix theory
512.9434 / T2T6