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Topics in Random Matrix Theory

Terence Tao University of California, Los Angeles, Los Angeles, CA
Available Formats:
Hardcover ISBN: 978-0-8218-7430-1
Product Code: GSM/132
List Price: $68.00 MAA Member Price:$61.20
AMS Member Price: $54.40 Electronic ISBN: 978-0-8218-8506-2 Product Code: GSM/132.E List Price:$64.00
MAA Member Price: $57.60 AMS Member Price:$51.20
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List Price: $102.00 MAA Member Price:$91.80
AMS Member Price: $81.60 Click above image for expanded view Topics in Random Matrix Theory Terence Tao University of California, Los Angeles, Los Angeles, CA Available Formats:  Hardcover ISBN: 978-0-8218-7430-1 Product Code: GSM/132  List Price:$68.00 MAA Member Price: $61.20 AMS Member Price:$54.40
 Electronic ISBN: 978-0-8218-8506-2 Product Code: GSM/132.E
 List Price: $64.00 MAA Member Price:$57.60 AMS Member Price: $51.20 Bundle Print and Electronic Formats and Save! This product is available for purchase as a bundle. Purchasing as a bundle enables you to save on the electronic version.  List Price:$102.00 MAA Member Price: $91.80 AMS Member Price:$81.60
• Book Details

Volume: 1322012; 282 pp
MSC: Primary 60; 15;

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.

Graduate students and research mathematicians interested in random matrix theory.

• Chapters
• Chapter 1. Preparatory material
• Chapter 2. Random matrices
• Chapter 3. Related articles

• Reviews

• This is a well-written book, providing a very accessible introduction for those with a solid background in probability and analysis. It is a terrific introduction to the subject, as the author constantly emphasizes where the various techniques can and cannot be used, and why. The author has succeeded in providing a good tour through an important part of random matrix theory, and readers will be well-prepared to continue further after reading this book.

Mathematical Reviews
• The text is well-written and contains a large number of exercises, many of which are crucial for the main text. It will provide a good starting point for everybody interested in this area who has a solid background in measure theory and probability.

Springer
• Requests

Review Copy – for reviewers who would like to review an AMS book
Desk Copy – for instructors who have adopted an AMS textbook for a course
Examination Copy – for faculty considering an AMS textbook for a course
Permission – for use of book, eBook, or Journal content
Accessibility – to request an alternate format of an AMS title
Volume: 1322012; 282 pp
MSC: Primary 60; 15;

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.

Graduate students and research mathematicians interested in random matrix theory.

• Chapters
• Chapter 1. Preparatory material
• Chapter 2. Random matrices
• Chapter 3. Related articles
• This is a well-written book, providing a very accessible introduction for those with a solid background in probability and analysis. It is a terrific introduction to the subject, as the author constantly emphasizes where the various techniques can and cannot be used, and why. The author has succeeded in providing a good tour through an important part of random matrix theory, and readers will be well-prepared to continue further after reading this book.

Mathematical Reviews
• The text is well-written and contains a large number of exercises, many of which are crucial for the main text. It will provide a good starting point for everybody interested in this area who has a solid background in measure theory and probability.

Springer
Review Copy – for reviewers who would like to review an AMS book
Desk Copy – for instructors who have adopted an AMS textbook for a course
Examination Copy – for faculty considering an AMS textbook for a course
Permission – for use of book, eBook, or Journal content
Accessibility – to request an alternate format of an AMS title
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