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Item Details
| Title:
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AN INTRODUCTION TO RANDOM MATRICES
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| By: |
Greg W. Anderson, Alice Guionnet, Ofer Zeitouni |
| Format: |
Electronic book text |
| List price:
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£162.00 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
0511801335 |
| ISBN 13: |
9780511801334 |
| Publisher: |
CAMBRIDGE UNIVERSITY PRESS |
| Pub. date: |
3 February, 2011 |
| Series: |
Cambridge Studies in Advanced Mathematics 118 |
| Description: |
A rigorous introduction to the basic theory of random matrices designed for graduate students with a background in probability theory. |
| Synopsis: |
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. |
| Illustrations: |
7 b/w illus. 75 exercises |
| Publication: |
UK |
| Imprint: |
Cambridge University Press (Virtual Publishing) |
| Returns: |
Non-returnable |
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