An introduction to random matrices / Greg W. Anderson, Alice Guionnet, Ofer Zeitouni
Type de document : MonographieCollection : Cambridge studies in advanced mathematics, 118Langue : anglais.Pays: Grande Bretagne.Mention d'édition: nouvelle édition corrigéeÉditeur : Cambridge : Cambridge university press, 2011Description : 1 vol. (XIV-491 p.) ; 24 cmISBN: 9780521194525.ISSN: 0950-6330.Bibliographie : Bibliogr. p. 465-480. Index.Sujet MSC : 15B52, Special matrices, Random matrices (algebraic aspects)15-02, Research exposition (monographs, survey articles) pertaining to linear algebra
15A18, Basic linear algebra, Eigenvalues, singular values, and eigenvectors
60B20, Probability theory on algebraic and topological structures, Random matrices (probabilistic aspects)
46L53, Functional analysis - Selfadjoint operator algebras, Noncommutative probability and statisticsEn-ligne : Site de l'auteur | Zentralblatt | MathSciNet
| Item type | Current library | Call number | Status | Date due | Barcode |
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Monographie
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CMI Salle 1 | 15 AND (Browse shelf(Opens below)) | Available | 12355-01 |
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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