Topics in random matrix theory

By: Terence TaoMaterial type: TextTextPublication details: Rhode Island: American Mathematical Society, [c2016]Description: 282 pISBN: 9781470425821Subject(s): MathematicsLOC classification: QA196.5
Contents:
Chapter 1. Preparatory material Chapter 2. Random matrices Chapter 3. Related articles
Summary: 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. --- summary provided by publisher
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Item type Current library Collection Shelving location Call number Status Notes Date due Barcode Item holds
Book Book ICTS
Mathematic Rack No 4 QA196.5 (Browse shelf (Opens below)) Available Billno:IN 003 582; Billdate: 2018-01-11 00991
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Chapter 1. Preparatory material
Chapter 2. Random matrices
Chapter 3. Related articles

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. --- summary provided by publisher

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