Topics in Random Matrix Theory

Terence Tao

ISBN 10: 147047459X / ISBN 13: 9781470474591

Editore: American Mathematical Society, 2023

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Titolo: Topics in Random Matrix Theory

Casa editrice: American Mathematical Society

Data di pubblicazione: 2023

Legatura: Brossura

Condizione: New

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Riassunto:

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.