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An Introduction to Random Matrices (Hardcover)
Loot Price: R2,157
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An Introduction to Random Matrices (Hardcover)
Series: Cambridge Studies in Advanced Mathematics
Expected to ship within 12 - 19 working days
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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.
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