Greg W. Anderson, Alice Guionnet, Ofer Zeitouni

An Introduction to Random Matrices

• Gebundenes Buch

Produktbeschreibung

A rigorous introduction to the basic theory of random matrices designed for graduate students with a background in probability theory.

Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 508
• Erscheinungstermin: 3. Mai 2016
• Englisch
• Abmessung: 235mm x 157mm x 34mm
• Gewicht: 970g
• ISBN-13: 9780521194525
• ISBN-10: 0521194520
• Artikelnr.: 28107998

Autorenporträt

Greg W. Anderson is Professor in the School of Mathematics at the University of Minnesota.

Inhaltsangabe

Preface
1. Introduction
2. Real and complex Wigner matrices
3. Hermite polynomials, spacings, and limit distributions for the Gaussian ensembles
4. Some generalities
5. Free probability
Appendices
Bibliography
General conventions
Glossary
Index.