Eigenvalue Distribution of Large Random Matrices - Mathematical Surveys and Monographs (Hardback)
  • Eigenvalue Distribution of Large Random Matrices - Mathematical Surveys and Monographs (Hardback)
zoom

Eigenvalue Distribution of Large Random Matrices - Mathematical Surveys and Monographs (Hardback)

(author), (author)
£111.00
Hardback 634 Pages / Published: 30/07/2011
  • Publisher out of stock

Currently unavailable to order

This product is currently unavailable.

  • This item has been added to your basket
Random matrix theory is a wide and growing field with a variety of concepts, results, and techniques and a vast range of applications in mathematics and the related sciences. The book, written by well-known experts, offers beginners a fairly balanced collection of basic facts and methods (Part 1 on classical ensembles) and presents experts with an exposition of recent advances in the subject (Parts 2 and 3 on invariant ensembles and ensembles with independent entries). The text includes many of the authors' results and methods on several main aspects of the theory, thus allowing them to present a unique and personal perspective on the subject and to cover many topics using a unified approach essentially based on the Stieltjes transform and orthogonal polynomials. The exposition is supplemented by numerous comments, remarks, and problems. This results in a book that presents a detailed and self-contained treatment of the basic random matrix ensembles and asymptotic regimes. This book will be an important reference for researchers in a variety of areas of mathematics and mathematical physics. Various chapters of the book can be used for graduate courses; the main prerequisite is a basic knowledge of calculus, linear algebra, and probability theory.

Publisher: American Mathematical Society
ISBN: 9780821852859
Number of pages: 634
Dimensions: 254 x 178 mm

You may also be interested in...

The Norm Chronicles
Added to basket
Modeling Count Data
Added to basket
Molecular Evolution
Added to basket
£48.99
Paperback
A Dictionary of Statistics 3e
Added to basket
The Theory That Would Not Die
Added to basket
Statistics 3 and 4 for OCR
Added to basket
Principles of Statistics
Added to basket
Statistics
Added to basket
£30.75
Paperback
Statistics: A Very Short Introduction
Added to basket
Probability
Added to basket
£26.49
Paperback
How to Lie with Statistics
Added to basket
An Introduction to Statistical Learning
Added to basket
The Elements of Statistical Learning
Added to basket
Discovering Statistics Using R
Added to basket

Please sign in to write a review

Your review has been submitted successfully.