TY - BOOK ID - 80876701 TI - An introduction to random matrices AU - Anderson, Greg W AU - Guionnet, Alice AU - Zeitouni, Ofer PY - 2010 SN - 9780511789267 0511789262 1107204798 1282724916 9786612724916 0511788533 0511786662 0511785526 0511801335 0511787804 PB - New York Cambridge University Press DB - UniCat KW - Random matrices. KW - Matrices. KW - Algebra, Matrix KW - Cracovians (Mathematics) KW - Matrix algebra KW - Matrixes (Algebra) KW - Algebra, Abstract KW - Algebra, Universal KW - Matrices, Random KW - Matrices UR - https://www.unicat.be/uniCat?func=search&query=sysid:80876701 AB - 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. ER -