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Topics in Random Matrix Theory

Terence Tao (author)

ISBN: 9780821874301

Publication Date: Apr 2012

Format: Hardback

The field of random matrix theory has seen an explosion of activity in recent years, with connections to many areas of mathematics and physics. This graduate text focuses on one specific sector of the field, namely the spectral distribution of random Wigner matrix ensembles, 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. It includes over 200 exercises.
£62.50

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  • Table of Contents
  • Author Biography
  • Customer Reviews
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.

Reviews

"This is a well-written book, providing a very accessible introduction for those with a solid background in probability and analysis. It is a terrific introduction to the subject, as the author constantly emphasizes where the various techniques can and cannot be used, and why. The author has succeeded in providing a good tour through an important part of random matrix theory, and readers will be well-prepared to continue further after reading this book." - Mathematical Reviews

"The text is well-written and contains a large number of exercises, many of which are crucial for the main text. It will provide a good starting point for everybody interested in this area who has a solid background in measure theory and probability." - Springer
Pages 282
Date Published 30 Apr 2012
Publisher American Mathematical Society
Series Graduate Studies in Mathematics
Series Part Vol. 132
Subject/s Calculus & mathematical analysis   Probability & statistics  
  • Contents
  • Preface
  • Chapter 1. Preparatory material
  • Chapter 2. Random matrices
  • Chapter 3. Related articles
  • Bibliography
  • Index
Terence Tao was the winner of the 2014 Breakthrough Prize in Mathematics. He is the James and Carol Collins Chair of mathematics at UCLA and the youngest person ever to be promoted to full professor at the age of 24. In 2006 Tao became the youngest ever mathematician to win the Fields Medal. His other honours include the George Polya Prize from the Society for Industrial and Applied Mathematics (2010), the Alan T Waterman Award from the National Science Foundation (2008), the SASTRA Ramanujan Prize (2006), the Clay Research Award from the Clay Mathematical Institute (2003), the Bocher Memorial Prize from the American Mathematical Society (2002) and the Salem Prize (2000).

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