An Introduction to Random Matrices

Name: An Introduction to Random Matrices
SKU: 3438888
Price: 211.99 AUD
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Hardback

Series:

Cambridge Studies in Advanced Mathematics

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Description

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.

Author Biography:

Greg W. Anderson is Professor in the School of Mathematics at the University of Minnesota. Alice Guionnet is Director of Research at the Ecole Normale Supérieure in Lyon and the Centre National de la Recherche Scientifique (CNRS). Ofer Zeitouni is Professor of Mathematics at both the University of Minnesota and the Weizmann Institute of Science, Israel.

Release date Australia

November 19th, 2009

Author

Audience

Professional & Vocational

Illustrations

Worked examples or Exercises; 7 Line drawings, unspecified

Pages

508

Series

Cambridge Studies in Advanced Mathematics

Dimensions

155x229x28

ISBN-13

9780521194525

Product ID

3438888

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