arrow
返回

An Introduction to Random Matrices

delete2011-02-03
delete0
delete
OA
AI
DOI:10.1017/cbo9780511801334delete
delete原文链接
delete原文求助
delete分享
delete收藏
摘要

摘要

En 中文
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. This rigorous introduction to the basic theory is sufficiently self-contained to be accessible to graduate students in mathematics or related sciences, who have mastered probability theory at the graduate level, but have not necessarily been exposed to advanced notions of functional analysis, algebra or geometry. Useful background material is collected in the appendices and exercises are also included throughout to test the reader's understanding. Enumerative techniques, stochastic analysis, large deviations, concentration inequalities, disintegration and Lie algebras all are introduced in the text, which will enable readers to approach the research literature with confidence.

期刊

暂无期刊信息

机构

暂无机构信息
引用论文

引用论文

暂无论文信息