Large Random Matrices

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Large random matrices

Author: Alice Guionnet
language: en
Publisher: Springer Science & Business Media
Release Date: 2009-03-25
These lectures emphasize the relation between the problem of enumerating complicated graphs and the related large deviations questions. Such questions are closely related with the asymptotic distribution of matrices.
Eigenvalue Distribution of Large Random Matrices

Author: Leonid Andreevich Pastur
language: en
Publisher: American Mathematical Soc.
Release Date:
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.
A First Course in Random Matrix Theory

Author: Marc Potters
language: en
Publisher: Cambridge University Press
Release Date: 2020-12-03
An intuitive, up-to-date introduction to random matrix theory and free calculus, with real world illustrations and Big Data applications.