This textbook by Greg W. Anderson offers a rigorous introduction to the theory of random matrices, intended for graduate students with a solid background in probability theory. It covers fundamental concepts without assuming prior knowledge of functional analysis, algebra, or geometry.
Description
The theory of random matrices plays an important role in various areas of pure mathematics and uses a range of analytical, probabilistic, and combinatorial techniques. This book provides a self-contained, accessible approach to the basic principles, including relevant background information in the appendices. It covers, among other topics, enumerative techniques, stochastic analysis, large deviation principles, concentration inequalities, decompositions, and Lie algebras. With this thorough yet accessible explanation, readers can approach the scientific literature in this field with confidence.
Product specifications
- Author: Greg W. Anderson (University of Minnesota)
- Series: Cambridge Studies in Advanced Mathematics
- Publisher: Cambridge University Press
- Publication date: 2009-11-19
- Number of pages: 508
- ISBN: 9780521194525
- Subject: Calculus and mathematical analysis
- BISAC: MATHEMATICS / Mathematical Analysis
About the author
Greg W. Anderson is a professor of mathematics at the University of Minnesota. Together with Alice Guionnet of the École Normale Supérieure and the CNRS, and Ofer Zeitouni of the University of Minnesota and the Weizmann Institute of Science, he forms a leading research team in this field.