Topics in Random Matrix Theory (Graduate Studies in Mathematics) - Softcover

Terence Tao (author)

 
9781470474591: Topics in Random Matrix Theory (Graduate Studies in Mathematics)
Softcover
ISBN 10: 147047459X ISBN 13: 9781470474591
Publisher: American Mathematical Society, 2012

Synopsis

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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About the Author

Terence Tao, University of California, Los Angeles, CA.

"About this title" may belong to another edition of this title.

Publisher
American Mathematical Society
Publication date
2012
Language
English
ISBN 10 
147047459X
ISBN 13 
9781470474591
Binding
Paperback
Number of pages
282

Other Popular Editions of the Same Title

9780821874301: Topics in Random Matrix Theory (Graduate Studies in Mathematics)

Featured Edition

ISBN 10:  0821874306 ISBN 13:  9780821874301
Publisher: American Mathematical Society, 2012
Hardcover