| 000 | 02562nam a22003858i 4500 | ||
|---|---|---|---|
| 001 | CR9780511801334 | ||
| 003 | UkCbUP | ||
| 005 | 20200124160219.0 | ||
| 006 | m|||||o||d|||||||| | ||
| 007 | cr|||||||||||| | ||
| 008 | 101021s2010||||enk o ||1 0|eng|d | ||
| 020 | _a9780511801334 (ebook) | ||
| 020 | _z9780521194525 (hardback) | ||
| 020 | _z9781107471580 (paperback) | ||
| 040 |
_aUkCbUP _beng _erda _cUkCbUP |
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| 050 | 0 | 0 |
_aQA188 _b.A53 2010 |
| 082 | 0 | 4 |
_a512.9434 _222 |
| 100 | 1 |
_aAnderson, Greg W., _eauthor. |
|
| 245 | 1 | 3 |
_aAn introduction to random matrices / _cGreg W. Anderson, Alice Guionnet, Ofer Zeitouni. |
| 264 | 1 |
_aCambridge : _bCambridge University Press, _c2010. |
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| 300 |
_a1 online resource (xiv, 492 pages) : _bdigital, PDF file(s). |
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| 336 |
_atext _btxt _2rdacontent |
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| 337 |
_acomputer _bc _2rdamedia |
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| 338 |
_aonline resource _bcr _2rdacarrier |
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| 490 | 1 |
_aCambridge studies in advanced mathematics ; _v118 |
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| 500 | _aTitle from publisher's bibliographic system (viewed on 05 Oct 2015). | ||
| 505 | 2 | _aReal and complex Wigner matrices -- Hermite polynomials, spacings and limit distributions for the Gaussian ensembles -- Some generalities -- Free probability -- Appendices. | |
| 520 | _aThe 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. | ||
| 650 | 0 | _aRandom matrices. | |
| 700 | 1 |
_aGuionnet, Alice, _eauthor. |
|
| 700 | 1 |
_aZeitouni, Ofer, _eauthor. |
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| 776 | 0 | 8 |
_iPrint version: _z9780521194525 |
| 830 | 0 |
_aCambridge studies in advanced mathematics ; _v118. |
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| 856 | 4 | 0 | _uhttps://doi.org/10.1017/CBO9780511801334 |
| 999 |
_c516564 _d516562 |
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