Topics in Random Matrix Theory (Graduate Studies in Mathematics)
By Terence Tao
2012
First Published
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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.
Avg Rating
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Author
Terence Tao
Author · 8 books
Terence "Terry" Tao FAA FRS (simplified Chinese: 陶哲轩; traditional Chinese: 陶哲軒; pinyin: Táo Zhéxuān) is an Australian-American mathematician who has worked in various areas of mathematics. He currently focuses on harmonic analysis, partial differential equations, algebraic combinatorics, arithmetic combinatorics, geometric combinatorics, compressed sensing and analytic number theory. As of 2015, he holds the James and Carol Collins chair in mathematics at the University of California, Los Angeles. Tao was a co-recipient of the 2006 Fields Medal and the 2014 Breakthrough Prize in Mathematics.
