Random Matrices (English, Gordon Blower)
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Book Details
Publisher
Cambridge University Press
Language
English
ISBN-13
9780521133128
ISBN-10
0521133122
Author
Gordon Blower
About the Book
This book focuses on the behavior of large random matrices. Standard results are covered, and the presentation emphasizes elementary operator theory and differential equations, so as to be accessible to graduate students and other non-experts. The introductory chapters review material on Lie groups and probability measures in a style suitable for applications in random matrix theory. Later chapters use modern convexity theory to establish subtle…
ISBN: 9780521133128
ISBN-13: 9780521133128
ISBN-10: 0521133122
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Product ID: isbn-9780521133128
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