Topics in Random Matrix Theory van Terence Tao is an English-language textbook that focuses on the theoretical core of random matrix theory. The book specifically addresses the spectral distribution of random Wigner matrix ensembles and iid matrix ensembles, with attention to, among other things, the Gaussian Unitary Ensemble.
This reference work provides a self-contained overview, starting with relevant aspects of probability theory and linear algebra. With more than 200 exercises, it is suitable for beginning PhD candidates and researchers who want to delve into the field of random matrix ensembles.
The subject connects to disciplines such as Mathematics and the collection Graduate Studies in Mathematics. The book is intended for a specialized audience that wants to understand the complexity of the field of random matrix theory.