An Introduction to Random Matrices

Language: English

Published by Cambridge University Press, GB, 2009

0521194520 / 9780521194525

Series: Book 52 of 151 - Cambridge Studies in Advanced Mathematics

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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 to graduate students in mathematics or related sciences, who have mastered probability theory at the graduate level, but have not necessarily been exposed to advanced notions of functional analysis, algebra or geometry. Useful background material is collected in the appendices and exercises are also included throughout to test the reader's understanding. Enumerative techniques, stochastic analysis, large deviations, concentration inequalities, disintegration and Lie algebras all are introduced in the text, which will enable readers to approach the research literature with confidence.

Seller Inventory # LU-9780521194525

Title
An Introduction to Random Matrices
Author
Greg W. Anderson, Alice Guionnet, Ofer Zeitouni
Publisher
Cambridge University Press, GB
Publication year
2009
Condition
New
Binding
Hardback
Language
English
ISBN 10
0521194520
ISBN 13
9780521194525
Item weight
840 grams
Series
Book 52 of 151: Cambridge Studies in Advanced Mathematics

Rarewaves.com USA

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