Topics in Random Matrix Theory

Topics in Random Matrix Theory

by Terence Tao
     
 

ISBN-10: 0821874306

ISBN-13: 9780821874301

Pub. Date: 04/13/2012

Publisher: American Mathematical Society

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

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Overview

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.

Product Details

ISBN-13:
9780821874301
Publisher:
American Mathematical Society
Publication date:
04/13/2012
Series:
Graduate Studies in Mathematics Series, #132
Edition description:
New Edition
Pages:
282
Product dimensions:
7.10(w) x 10.20(h) x 0.80(d)

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