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## An Introduction to Random Matrices (Hardback)"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 to 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 who have not necessarily been exposed to advanced notions of functional analysis, algebra, or geometry." — From the back cover ## $53.95 |

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Please contact us if you've got questions about this product.## Condition

**VERY GOOD:** This book is in excellent condition, showing only the slightest signs of use and wear.

## Description

This book is Number 118 in the **Cambridge Studies in Advanced Mathematics** series published by Cambridge University Press.

Continued from the back cover: “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 as all introduced in the text, which will enable readers to approach the research literature with confidence.”

**Chapters**

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

**Appendices**

- Linear algebra preliminaries
- Topological preliminaries
- Probability measures on Polish spaces
- Basic notions of large deviations
- The skew field
**H**of quaternions and matrix theory over**F** - Manifolds
- Appendix on operator algebras
- Stochastic calculus nations

The book ends with References, General conventions and notation, and Index.

## Details

- SKU:
- 2964
- Subject:
- Mathematics
- Author:
- Anderson, Greg W.; Alice Guionnet; Ofer Zietouni
- Publisher:
- Cambridge University Press
- Publish Date:
- 2010
- Format:
- Hardback
- Weight (pounds):
- 1.83
- Dimensions (W”xL”xH”):
- 6.25″x9.2″x1.2″
- ISBN-13:
- 9780521194525
- ISBN-10:
- 0521194520
- Grade Level:
- Graduate
- Series:
- Cambridge Studies in Advanced Mathematics

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