An Introduction to Random Matrices (Cambridge Studies in Advanced Mathematics) by Greg W. Anderson, Alice Guionnet and Ofer Zeitouni
English | ISBN: 0521194520 | 2009 | 506 pages | PDF | 2,5 MB
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.