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Lectures on Random Matrices

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Title: Lectures on Random Matrices
Description: Random matrices are cool! In this book we give an idea why random matrices are so fascinating and have become a centrepiece of modern mathematics. This an introduction to random matrix theory, giving an impression of some of the most important aspects of this modern subject. In particular, it covers the basic combinatorial and analytic theory around Wigner's semicircle law, featuring also concentration phenomena, and the Tracy–Widom distribution of the largest eigenvalue. The circular law and a discussion of Voiculescu's multivariate extension of the semicircle law, as an appetiser for free probability theory, also make an appearance. This book is based on a lecture series for graduate and advanced undergraduate students at Saarland University, Germany.
Authors: Roland Speicher
Resource Type: eBook.
Subjects: Probabilities, Random matrices
Categories: MATHEMATICS / Matrices
Database: eBook Collection (EBSCOhost)
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An: 3980260
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AccessLevel: 6
PubType: eBook
PubTypeId: ebook
PreciseRelevancyScore: 1122.83581542969
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  Data: Random matrices are cool! In this book we give an idea why random matrices are so fascinating and have become a centrepiece of modern mathematics. This an introduction to random matrix theory, giving an impression of some of the most important aspects of this modern subject. In particular, it covers the basic combinatorial and analytic theory around Wigner's semicircle law, featuring also concentration phenomena, and the Tracy–Widom distribution of the largest eigenvalue. The circular law and a discussion of Voiculescu's multivariate extension of the semicircle law, as an appetiser for free probability theory, also make an appearance. This book is based on a lecture series for graduate and advanced undergraduate students at Saarland University, Germany.
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RecordInfo BibRecord:
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      – Code: 512.9434
        Scheme: ddc
        Type: prePub
    Languages:
      – Code: eng
        Text: English
    Subjects:
      – SubjectFull: Probabilities
        Type: general
      – SubjectFull: Random matrices
        Type: general
    Titles:
      – TitleFull: Lectures on Random Matrices
        Type: main
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          Name:
            NameFull: Roland Speicher
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          Name:
            NameFull: Roland Speicher
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          Dates:
            – D: 01
              M: 01
              Type: published
              Y: 2024
            – D: 23
              M: 10
              Type: profile
              Y: 2024
          Identifiers:
            – Type: isbn-print
              Value: 9783985470754
            – Type: isbn-electronic
              Value: 9783985475759
          Titles:
            – TitleFull: Lectures on Random Matrices
              Type: main
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