An Introduction to Random Matrices

An Introduction to Random Matrices

by Greg W. Anderson, Alice Guionnet, Ofer Zeitouni
     
 

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

Overview

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

Product Details

ISBN-13:
9780521194525
Publisher:
Cambridge University Press
Publication date:
12/31/2009
Series:
Cambridge Studies in Advanced Mathematics Series, #118
Edition description:
New Edition
Pages:
506
Product dimensions:
6.20(w) x 9.00(h) x 1.20(d)

Related Subjects

Table of Contents

Preface; 1. Introduction; 2. Real and complex Wigner matrices; 3. Hermite polynomials, spacings, and limit distributions for the Gaussian ensembles; 4. Some generalities; 5. Free probability; Appendices; Bibliography; General conventions; Glossary; Index.

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