Hardcover ISBN:  9780821874301 
Product Code:  GSM/132 
List Price:  $68.00 
MAA Member Price:  $61.20 
AMS Member Price:  $54.40 
Electronic ISBN:  9780821885062 
Product Code:  GSM/132.E 
List Price:  $64.00 
MAA Member Price:  $57.60 
AMS Member Price:  $51.20 

Book DetailsGraduate Studies in MathematicsVolume: 132; 2012; 282 ppMSC: 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 selfcontained 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.
ReadershipGraduate students and research mathematicians interested in random matrix theory.

Table of Contents

Chapters

Chapter 1. Preparatory material

Chapter 2. Random matrices

Chapter 3. Related articles


Additional Material

Reviews

This is a wellwritten 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 wellprepared to continue further after reading this book.
Mathematical Reviews 
The text is wellwritten 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


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 Book Details
 Table of Contents
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 Requests
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 selfcontained 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 wellwritten 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 wellprepared to continue further after reading this book.
Mathematical Reviews 
The text is wellwritten 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