An introduction to random matrices
Greg W. Anderson · 2010
Where to buy
Amazon’s price changes daily, so the most accurate place to see it is there, at the moment you buy.
View on AmazonThis is an affiliate link: if you buy through it, the site earns a small commission at no extra cost to you, which helps us bring quality content and maintain the site. As an Amazon Associate we earn from qualifying purchases.
About the book
The theory of random matrices plays an important role in many areas of pure mathematics and employs a variety of sophisticated mathematical tools (analytical, probabilistic and combinatorial). This diverse array of tools, while attesting to the vitality of the field, presents several formidable obstacles to the newcomer, and even the expert probabilist. This rigorous introduction to the basic theory is sufficiently self-contained to be accessible to graduate students in mathematics or related sciences, who have mastered probability theory at the graduate level, but have not necessarily been exposed to advanced notions of functional analysis, algebra or geometry. Useful background material is collected in the appendices and exercises are also included throughout to test the reader's understanding. Enumerative techniques, stochastic analysis, large deviations, concentration inequalities, disintegration and Lie algebras all are introduced in the text, which will enable readers to approach the research literature with confidence.
Book details
- Year
- 2010
- Language
- English
- Series
- Cambridge studies in advanced mathematics -- 118
- Publisher
- Cambridge University Press
- Editions
- 1
- Pages
- 492
- ISBN
- 9780521194525
Data source: Wikidata