An Introduction to Random Matrices

ISBN-13: 9780521194525 / Angielski / Twarda / 2009 / 508 str.

Greg W. Anderson; Alice Guionnet

Opis

A rigorous introduction to the basic theory of random matrices designed for graduate students with a background in probability theory.

Recenzje

'… the book aims to introduce some of the modern techniques of random matrix theory in a comprehensive and rigorous way. It has a broad range of topics and most of them are fairly accessible. The focus is on introducing and explaining the main techniques, rather than obtaining the most general results. Additional references are given for the reader who wants to continue the study of a certain topic. The writing style is careful and the book is mostly self-contained with complete proofs. This is an excellent new contribution to random matrix theory.' Journal of Approximation Theory

Spis treści

Preface; 1. Introduction; 2. Real and complex Wigner matrices; 3. Hermite polynomials, spacings, and limit distributions for the Gaussian ensembles; 4. Some generalities; 5. Free probability; Appendices; Bibliography; General conventions; Glossary; Index.