Couverture : Topics in Random Matrix Theory

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Topics in Random Matrix Theory

Terence Tao

Résumé

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.

Détails de l'édition

ISBN-13
9780821874301
ISBN-10
0821874306
EAN
9780821874301
Éditeur
American mathematical society (Providence)
Date de publication
21 mars 2012
Langue
en
Pages
298
Dimensions
27 cm
Provenance des données
  • dimensions BnF Catalogue général · 23 juillet 2026
  • language Google Books · 30 août 2026
  • page_count Google Books · 30 août 2026
  • publication_date Google Books · 30 août 2026
  • summary Google Books · 30 août 2026
  • title Google Books · 30 août 2026