Topics in random matrix theory
โ Tao T
๐ Library
๐
2011
๐ English
โฆ LIBER โฆ
๐
Topics in Random Matrix Theory
โ Scribed by Terence Tao
- Publisher
- American Mathematical Society
- Year
- 2012
- Tongue
- English
- Leaves
- 298
- Series
- AMS Graduate studies in mathematics 132
- Category
- Library
โฌ Acquire This Volume
No coin nor oath required. For personal study only.
โฆ Synopsis
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
โฆ Subjects
Matrici <matematica>
๐ SIMILAR VOLUMES
Topics in Random Matrix Theory
โ Verbaarschot J.
๐ Library
๐
1999
๐ SUNY Stony Brook
๐ English
Topics in Random Matrix Theory (Draft)
โ Terence Tao
๐ Library
๐ English
Topics in Combinatorics and Random Matri
โ Jonathan I. Novak
๐ Library
๐
2009
๐ English
A First Course in Random Matrix Theory
โ Marc Potters
๐ Library
๐
2020
๐ Cambridge University Press
๐ English
The real world is perceived and broken down as data, models and algorithms in the eyes of physicists and engineers. Data is noisy by nature and classical statistical tools have so far been successful in dealing with relatively smaller levels of randomness. The recent emergence of Big Data and the re
A First Course in Random Matrix Theory
โ Potters, Bouchaud
๐ Library
๐
2020
๐ Cambridge University Press
๐ English