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Topics in Random Matrix Theory

Download or Read eBook Topics in Random Matrix Theory PDF written by Terence Tao and published by American Mathematical Soc.. This book was released on 2012-03-21 with total page 298 pages. Available in PDF, EPUB and Kindle.
Topics in Random Matrix Theory
Author :
Publisher : American Mathematical Soc.
Total Pages : 298
Release :
ISBN-10 : 9780821874301
ISBN-13 : 0821874306
Rating : 4/5 (01 Downloads)

Book Synopsis Topics in Random Matrix Theory by : Terence Tao

Book excerpt: 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.


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