Topics in Random Matrix Theory

Topics in Random Matrix Theory
Author: Terence Tao
Publisher: American Mathematical Soc.
Total Pages: 298
Release: 2012-03-21
Genre: Mathematics
ISBN: 0821874306


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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.


Topics in Random Matrix Theory
Language: en
Pages: 298
Authors: Terence Tao
Categories: Mathematics
Type: BOOK - Published: 2012-03-21 - Publisher: American Mathematical Soc.

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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 ma
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Type: BOOK - Published: 2018-01-16 - Publisher: Springer

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Modern developments of Random Matrix Theory as well as pedagogical approaches to the standard core of the discipline are surprisingly hard to find in a well-org
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Type: BOOK - Published: 2017-08-30 - Publisher: American Mathematical Soc.

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A co-publication of the AMS and the Courant Institute of Mathematical Sciences at New York University This book is a concise and self-contained introduction of
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Categories: Mathematics
Type: BOOK - Published: 2019-08-01 - Publisher: Cambridge University Press

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This is the first book to provide a comprehensive overview of foundational results and recent progress in the study of random matrices from the classical compac
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Language: en
Pages: 507
Authors: Greg W. Anderson
Categories: Mathematics
Type: BOOK - Published: 2010 - Publisher: Cambridge University Press

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A rigorous introduction to the basic theory of random matrices designed for graduate students with a background in probability theory.