Topics in Random Matrix Theory
by Terence Tao
2011
Number of pages: 340
Description:
This is a textbook for a graduate course on random matrix theory, inspired by recent developments in the subject. This text focuses on foundational topics in random matrix theory upon which the most recent work has been based.
Download or read it online for free here:
Download link
(1.5MB, PDF)
Similar books
An Introduction to Stochastic PDEsby Martin Hairer - arXiv
This text is an attempt to give a reasonably self-contained presentation of the basic theory of stochastic partial differential equations, taking for granted basic measure theory, functional analysis and probability theory, but nothing else.
(14079 views)
Lectures on Stochastic Analysisby Thomas G. Kurtz - University of Wisconsin
Covered topics: stochastic integrals with respect to general semimartingales, stochastic differential equations based on these integrals, integration with respect to Poisson measures, stochastic differential equations for general Markov processes.
(14463 views)
Reversible Markov Chains and Random Walks on Graphsby David Aldous, James Allen Fill - University of California, Berkeley
From the table of contents: General Markov Chains; Reversible Markov Chains; Hitting and Convergence Time, and Flow Rate, Parameters for Reversible Markov Chains; Special Graphs and Trees; Cover Times; Symmetric Graphs and Chains; etc.
(14820 views)
Markov Chains and Mixing Timesby D. A. Levin, Y. Peres, E. L. Wilmer - American Mathematical Society
An introduction to the modern approach to the theory of Markov chains. The main goal of this approach is to determine the rate of convergence of a Markov chain to the stationary distribution as a function of the size and geometry of the state space.
(14690 views)