An introduction to random matrices / Greg W. Anderson, Alice Guionnet, Ofer Zeitouni

Auteur: Anderson, Greg W. - AuteurCo-auteur: Guionnet, Alice (1969-) - Auteur ; Zeitouni, Ofer (1960-) - AuteurType de document: MonographieCollection: Cambridge studies in advanced mathematics ; 118Langue: anglaisPays: Grande BretagneÉditeur: Cambridge : Cambridge university press, 2011Edition: nouvelle édition corrigéeDescription: 1 vol. (XIV-491 p.) ; 24 cm ISBN: 9780521194525 ; rel. Note: The goal of the given book is to present a rigorous introduction to the basic theory of random matrices, including free probability, to be accessible to graduate students in mathematics or related sciences who have mastered probability theory at the graduate level, but not necessarily the advanced fields of functional analysis, algebra and geometry... (Zentralblatt)Bibliographie: Bibliogr. p. 465-480. Index. Sujets MSC: 15B52 Linear and multilinear algebra; matrix theory -- Special matrices -- Random matrices
15-02 Linear and multilinear algebra; matrix theory -- Research exposition (monographs, survey articles)
15A18 Linear and multilinear algebra; matrix theory -- Basic linear algebra -- Eigenvalues, singular values, and eigenvectors
60B20 Probability theory and stochastic processes -- Probability theory on algebraic and topological structures -- Random matrices (probabilistic aspects)
46L53 Functional analysis -- Selfadjoint operator algebras (C*-algebras, von Neumann (W*-) algebras, etc.) -- Noncommutative probability and statistics
En-ligne: Site de l'auteur | Zentralblatt | MathSciNet
Location Call Number Status Date Due
Salle R 12355-01 / 15 AND (Browse Shelf) Available

The goal of the given book is to present a rigorous introduction to the basic theory of random matrices, including free probability, to be accessible to graduate students in mathematics or related sciences who have mastered probability theory at the graduate level, but not necessarily the advanced fields of functional analysis, algebra and geometry... (Zentralblatt)

Bibliogr. p. 465-480. Index

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