Lectures on Random Matrices (EMS Series of Lectures in Mathematics) - Softcover

Roland Speicher

Softcover

ISBN 10: 3985470758 ISBN 13: 9783985470754

Publisher: European Mathematical Society, 2024

Synopsis

Random matrices are cool! In this book, the author gives an idea why random matrices are so fascinating and have become a centerpiece of modern mathematics. This book is an introduction to random matrix theory, giving an impression of some of the most important aspects of this modern subject. In particular, it covers the basic combinatorial and analytic theory around Wigner’s semicircle law, also featuring concentration phenomena, and the Tracy–Widom distribution of the largest eigenvalue. The circular law and a discussion of Voiculescu’s multivariate extension of the semicircle law, as an appetizer for free probability theory, also make an appearance. This book is based on a lecture series for graduate and advanced undergraduate students at Saarland University, Germany.

Edition details

• Publisher: European Mathematical Society
• Publication date: 2024
• Language: English
• ISBN 10: 3985470758
• ISBN 13: 9783985470754
• Binding: Paperback
• Number of pages: 131