An Introduction to Random Matrices (English, Greg W. Anderson | Alice Guionnet | Ofer Zeitouni)
by Greg W. Anderson | Alice Guionnet | Ofer Zeitouni
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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…
ISBN: 9780521194525
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