Random Matrices: High Dimensional Phenomena

by Gordon Blower

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...

• Format: Paperback
• Language: English
• ISBN: 0521133122
• ISBN13: 9780521133128
• Release Date: November 2009
• Publisher: Cambridge University Press
• Length: 448 Pages
• Weight: 1.40 lbs.
• Dimensions: 0.9" x 5.9" x 8.8"