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An Introduction to Random Matrices - Anderson, Greg W., and Guionnet, Alice, and Zeitouni, Ofer
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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 ...

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An Introduction to Random Matrices 2009, Cambridge University Press, Cambridge

ISBN-13: 9780521194525

Hardcover