Eigenvalue distribution of large random matrices
By: Leonid Pastur, Mariya Shcherbina
Contributors: Shcherbina, Mariya, 1958-
Series: Mathematical surveys and monographs -- v. 171
Publisher: American Mathematical Society
Published: 2011
Place of publication: Providence, R.I
Language: eng
Number of pages: 632
ISBN-13: 9780821852859
Subjects: Linear and multilinear algebra; matrix theory -- Special matrices -- Hermitian, skew-Hermitian, and related matrices; Random matrices; Probability theory and stochastic processes -- Probability theory on algebraic and topological structures -- Random matrices (probabilistic aspects; for algebraic aspects see 15B52); Distribution (Probability theory); Linear and multilinear algebra; matrix theory -- Special matrices -- Random matrices; Probability theory and stochastic processes -- Limit theorems -- Central limit and other weak theorems
Description: Random matrix theory is a wide and growing field with a variety of concepts, results, and techniques and a vast range of applications in mathematics and the related sciences. This book offers beginners a fairly balanced collection of basic facts and methods.
Notes: Includes bibliographical references (p. 611-629) and index.