[PDF.51wk] Random Matrices: High Dimensional Phenomena (London Mathematical Society Lecture Note Series)
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Random Matrices: High Dimensional Phenomena (London Mathematical Society Lecture Note Series)
Gordon Blower
[PDF.ug98] Random Matrices: High Dimensional Phenomena (London Mathematical Society Lecture Note Series)
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| #2884413 in eBooks | 2009-10-08 | 2009-10-08 | File type: PDF|||"The book under review is somewhat special in that it is not so much an introduction to the standard models and topics of random matrix theory, but rather to a set of functional analytic issues that are relevant to random matrices." Michael Stolz, Mathe
This book focuses on the behaviour of large random matrices. Standard results are covered, and the presentation emphasizes elementary operator theory and differential equations, so as to be accessible to graduate students and other non-experts. The introductory chapters review material on Lie groups and probability measures in a style suitable for applications in random matrix theory. Later chapters use modern convexity theory to establish subtle results about the conver...
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