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Topics in Random Matrix Theory (Graduate Studies in Mathematics, 132) - Hardcover

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9780821874301: Topics in Random Matrix Theory (Graduate Studies in Mathematics, 132)

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Synopsis

Tao (mathematics U. of California-Los Angeles) presents a textbook based on the lecture notes of a graduate course he taught in 2010. It is not a comprehensive introduction to random matrix theory, he warns, but a discussion of selected elementary topics in it. Among the topics are eigenvalues and sums of Hermitian matrices, the central limit theorem, Gaussian ensembles, the circular law, and the Golden-Thompson inequality. Annotation ©2012 Book News, Inc., Portland, OR (booknews.com)

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About the Author

Terence Tao is at University of California, Los Angeles, CA, USA.

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