The field of random matrix theory has seen an explosion of activity in
recent years, with connections to many areas of mathematics and
physics. However, this makes the current state of the field almost too
large to survey in a single book. In this graduate text, we focus on
one specific sector of the field, namely the spectral distribution of
random Wigner matrix ensembles (such as the Gaussian Unitary
Ensemble), as well as iid matrix ensembles. The text is largely
self-contained and starts with a review of relevant aspects of
probability theory and linear algebra. With over 200 exercises, the
book is suitable as an introductory text for beginning graduate
students seeking to enter the field.
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Product details
ISBN
9780821885062
Published
2023
Publisher
American Mathematical Society
Language
Product language
Engelsk
Format
Product format
Digital bok
Author