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An Introduction to Random Matrices (Hardback)

An Introduction to Random Matrices (Hardback)

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

Product Details

This book is Number 118 in theCambridge 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

  1. Introduction
  2. Real and complex Wigner matrices
  3. Hermite polynomials, spacings and limit distributions for the Gaussian ensembles
  4. Some generalities
  5. Free probability
Appendices
  1. Linear algebra preliminaries
  2. Topological preliminaries
  3. Probability measures on Polish spaces
  4. Basic notions of large deviations
  5. The skew field H of quaternions and matrix theory over F
  6. Manifolds
  7. Appendix on operator algebras
  8. Stochastic calculus nations
The book ends with References, General conventions and notation, and Index.
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AUTHOR: Anderson;Greg W.; Alice Guionnet; Ofer Zietouni
PUBLISHER: Cambridge University Press
ISBN-13: 9780521194525
ISBN-10: 0521194520
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