Skip to content
Register Sign in Wishlist

An Introduction to Random Matrices

£56.99

Part of Cambridge Studies in Advanced Mathematics

  • Date Published: November 2009
  • availability: Available
  • format: Hardback
  • isbn: 9780521194525

£ 56.99
Hardback

Add to cart Add to wishlist

Other available formats:
eBook


Looking for an inspection copy?

This title is not currently available on inspection

Description
Product filter button
Description
Contents
Resources
Courses
About the Authors
  • 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.

    • A rigorous yet accessible introduction for beginners at the graduate level
    • Contains over 70 exercises so the reader can test their understanding of the material
    • A valuable text not only for mathematicians, but also physicists and electrical engineers
    Read more

    Reviews & endorsements

    ' … this is a very valuable new reference for the subject, incorporating many modern results and perspectives that are not present in earlier texts on this topic … this book would serve as an excellent foundation with which to begin studying other aspects of random matrix theory.' Terence Tao, Mathematical Reviews

    '… the book aims to introduce some of the modern techniques of random matrix theory in a comprehensive and rigorous way. It has a broad range of topics and most of them are fairly accessible. The focus is on introducing and explaining the main techniques, rather than obtaining the most general results. Additional references are given for the reader who wants to continue the study of a certain topic. The writing style is careful and the book is mostly self-contained with complete proofs. This is an excellent new contribution to random matrix theory.' Journal of Approximation Theory

    See more reviews

    Customer reviews

    Not yet reviewed

    Be the first to review

    Review was not posted due to profanity

    ×

    , create a review

    (If you're not , sign out)

    Please enter the right captcha value
    Please enter a star rating.
    Your review must be a minimum of 12 words.

    How do you rate this item?

    ×

    Product details

    • Date Published: November 2009
    • format: Hardback
    • isbn: 9780521194525
    • length: 508 pages
    • dimensions: 229 x 155 x 28 mm
    • weight: 0.84kg
    • contains: 7 b/w illus. 75 exercises
    • availability: Available
  • Table of Contents

    Preface
    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
    Bibliography
    General conventions
    Glossary
    Index.

  • Resources for

    An Introduction to Random Matrices

    Greg W. Anderson, Alice Guionnet, Ofer Zeitouni

    General Resources

    Find resources associated with this title

    Type Name Unlocked * Format Size

    Showing of

    Back to top

    This title is supported by one or more locked resources. Access to locked resources is granted exclusively by Cambridge University Press to lecturers whose faculty status has been verified. To gain access to locked resources, lecturers should sign in to or register for a Cambridge user account.

    Please use locked resources responsibly and exercise your professional discretion when choosing how you share these materials with your students. Other lecturers may wish to use locked resources for assessment purposes and their usefulness is undermined when the source files (for example, solution manuals or test banks) are shared online or via social networks.

    Supplementary resources are subject to copyright. Lecturers are permitted to view, print or download these resources for use in their teaching, but may not change them or use them for commercial gain.

    If you are having problems accessing these resources please contact lecturers@cambridge.org.

  • Authors

    Greg W. Anderson, University of Minnesota
    Greg W. Anderson is Professor in the School of Mathematics at the University of Minnesota.

    Alice Guionnet, Ecole Normale Supérieure, Lyon
    Alice Guionnet is Director of Research at the Ecole Normale Supérieure in Lyon and the Centre National de la Recherche Scientifique (CNRS).

    Ofer Zeitouni, Weizmann Institute/University of Minnesota
    Ofer Zeitouni is Professor of Mathematics at both the University of Minnesota and the Weizmann Institute of Science, Israel.

Sign In

Please sign in to access your account

Cancel

Not already registered? Create an account now. ×

Sorry, this resource is locked

Please register or sign in to request access. If you are having problems accessing these resources please email lecturers@cambridge.org

Register Sign in
Please note that this file is password protected. You will be asked to input your password on the next screen.

» Proceed

You are now leaving the Cambridge University Press website. Your eBook purchase and download will be completed by our partner www.ebooks.com. Please see the permission section of the www.ebooks.com catalogue page for details of the print & copy limits on our eBooks.

Continue ×

Continue ×

Continue ×

Find content that relates to you

Join us online

This site uses cookies to improve your experience. Read more Close

Are you sure you want to delete your account?

This cannot be undone.

Cancel

Thank you for your feedback which will help us improve our service.

If you requested a response, we will make sure to get back to you shortly.

×
Please fill in the required fields in your feedback submission.
×