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- Topics in Random Matrix Theory
Topics in Random Matrix Theory
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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.
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