Topics in random matrix theory

By:

Tao, Terence

Material type: Text

TextSeries: Graduate studies in mathematics ; v. 132Publication details: American Mathematical Society 2016 Rhode Islands, USADescription: x, 282 pISBN:

9781470425821

Subject(s):

DDC classification:

512.9434 T2T6

Summary: 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/)

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Item type	Current library	Collection	Call number	Status	Date due	Barcode	Item holds
Book	Ahmedabad General Stacks	Non-fiction	512.9434 T2T6 (Browse shelf(Opens below))	Available		197526

Total holds: 0

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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/)

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