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An introduction to random matrices

Anderson, Greg W.

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An introduction to random matrices

Record Type:	Electronic resources : Monograph/item
Title/Author:	An introduction to random matrices/ Greg W. Anderson, Alice Guionnet, Ofer Zeitouni.
Author:	Anderson, Greg W.
other author:	Guionnet, Alice.
Published:	Cambridge :Cambridge University Press, : 2010.,
Description:	xiv, 492 p. :ill., digital ;24 cm.
Notes:	Title from publisher's bibliographic system (viewed on 05 Oct 2015).
[NT 15003449]:	Real and complex Wigner matrices -- Hermite polynomials, spacings and limit distributions for the Gaussian ensembles -- Some generalities -- Free probability -- Appendices.
Subject:	Random matrices. -
Online resource:	https://doi.org/10.1017/CBO9780511801334
ISBN:	9780511801334

An introduction to random matrices
Anderson, Greg W.

An introduction to random matrices[electronic resource] /Greg W. Anderson, Alice Guionnet, Ofer Zeitouni. - Cambridge :Cambridge University Press,2010. - xiv, 492 p. :ill., digital ;24 cm. - Cambridge studies in advanced mathematics ;118. - Cambridge studies in advanced mathematics ;118..

Title from publisher's bibliographic system (viewed on 05 Oct 2015).

Real and complex Wigner matrices -- Hermite polynomials, spacings and limit distributions for the Gaussian ensembles -- Some generalities -- Free probability -- Appendices.

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 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.

ISBN: 9780511801334Subjects--Topical Terms:

646309
Random matrices.

LC Class. No.: QA188 / .A53 2010

Dewey Class. No.: 512.9434

An introduction to random matrices
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100 1 $a Anderson, Greg W. $3 1299057
245 1 3 $a An introduction to random matrices $h [electronic resource] / $c Greg W. Anderson, Alice Guionnet, Ofer Zeitouni.
260 $a Cambridge : $b Cambridge University Press, $c 2010.
300 $a xiv, 492 p. : $b ill., digital ; $c 24 cm.
490 1 $a Cambridge studies in advanced mathematics ; $v 118
500 $a Title from publisher's bibliographic system (viewed on 05 Oct 2015).
505 2 $a Real and complex Wigner matrices -- Hermite polynomials, spacings and limit distributions for the Gaussian ensembles -- Some generalities -- Free probability -- Appendices.
520 $a 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 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 $a Random matrices. $3 646309
700 1 $a Guionnet, Alice. $3 941020
700 1 $a Zeitouni, Ofer. $3 741462
830 0 $a Cambridge studies in advanced mathematics ; $v 118. $3 3470485
856 4 0 $u https://doi.org/10.1017/CBO9780511801334