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
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.
300 _a1 online resource (xiv, 492 pages) :
_bdigital, PDF file(s).
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
490 1 _aCambridge studies in advanced mathematics ;
_v118
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.
776 0 8 _iPrint version:
_z9780521194525
830 0 _aCambridge studies in advanced mathematics ;
_v118.
856 4 0 _uhttps://doi.org/10.1017/CBO9780511801334
999 _c516564
_d516562