Topics in Random Matrix Theory

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Topics in Random Matrix Theory

Topics in Random Matrix Theory

Name: Topics in Random Matrix Theory
ISBN: 9780821874301

Terence Tao

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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

Категории:

Mathematics

Година:

2012

Издателство:

American Mathematical Society

Език:

english

Страници:

282

ISBN 10:

0821874306