An Introduction to Random Matrices by Greg W Anderson
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 Primer of Nonlinear Analysis
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Complex Topological K-Theory
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Mathematical Aspects of Quantum Field Theory
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An Introduction to Nonlinear Analysis
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Enumerative Combinatorics: Volume 1
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Introduction to Homotopy Type Theory
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Hodge Theory and Complex Algebraic Geometry I: Volume 1
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Random Graphs
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Basic Category Theory
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Enumerative Combinatorics: Volume 2
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Algebraic Number Theory
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Spectral Theory and Differential Operators
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An Introduction to the Theory of the Riemann Zeta-Function
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Hardy Spaces
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Gaussian Processes on Trees
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Multidimensional Real Analysis I
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Periodic Elliptic Partial Differential Operators
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Higher Index Theory
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A Course in Finite Group Representation Theory
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Optimal Control and Geometry: Integrable Systems
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The Theory of Fusion Systems
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Derived Categories
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Uniform Central Limit Theorems
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Random Fragmentation and Coagulation Processes
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Levy Processes and Stochastic Calculus
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Holomorphic Dynamics
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An Introduction to Invariants and Moduli
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Quasiconformal Surgery in Holomorphic Dynamics
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Martingales in Banach Spaces
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Tolerance Graphs
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An Outline of Ergodic Theory
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Spectra of Discrete Structures
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Analytic Combinatorics in Several Variables
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Fourier Analysis and Partial Differential Equations
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Riemannian Geometry
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Representations of the Infinite Symmetric Group
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Soliton Equations and their Algebro-Geometric Solutions: Volume 1, (1+1)-Dimensional Continuous Models
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Local Cohomology
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Multiplicative Number Theory I
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Analysis in Integer and Fractional Dimensions
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Extremal Graph and Hypergraph Theory
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The Bellman Function Technique in Harmonic Analysis
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Explicit Brauer Induction
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Random Walk: A Modern Introduction
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Clifford Algebras and the Classical Groups
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Wavelets
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The Logarithmic Integral: Volume 2
' … 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
'… 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
Greg W. Anderson is Professor in the School of Mathematics at the University of Minnesota. Alice Guionnet is Director of Research at the Ecole Normale Supérieure in Lyon and the Centre National de la Recherche Scientifique (CNRS). Ofer Zeitouni is Professor of Mathematics at both the University of Minnesota and the Weizmann Institute of Science, Israel.
| SKU | Unavailable |
| ISBN 13 | 9780521194525 |
| ISBN 10 | 0521194520 |
| Title | An Introduction to Random Matrices |
| Author | Greg W Anderson |
| Series | Cambridge Studies In Advanced Mathematics |
| Condition | Unavailable |
| Binding Type | Hardback |
| Publisher | Cambridge University Press |
| Year published | 2009-11-19 |
| Number of pages | 508 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |