Topics in Random Matrix Theory
by
Terence Tao
Book Details
Format
Paperback / Softback
Book Series
Graduate Studies in Mathematics
ISBN-10
147047459X
ISBN-13
9781470474591
Publisher
American Mathematical Society
Imprint
American Mathematical Society
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Jan 31st, 2012
Print length
282 Pages
Product Classification:
Mathematics
Ksh 10,450.00
Publisher Out of Stock
Delivery Location
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Secure
Quality
Fast
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.
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