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
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.
(17843 views)
Random Matrix Models and Their Applicationsby Pavel Bleher, Alexander Its - Cambridge University Press
The book covers broad areas such as topologic and combinatorial aspects of random matrix theory; scaling limits, universalities and phase transitions in matrix models; universalities for random polynomials; and applications to integrable systems.
(19228 views)
Principles of Data Analysisby Cappella Archive - Prasenjit Saha
This is a short book about the principles of data analysis. The emphasis is on why things are done rather than on exactly how to do them. If you already know something about the subject, then working through this book will deepen your understanding.
(17487 views)
Probability, Statistics and Stochastic Processesby Cosma Rohilla Shalizi
Contents: Probability (Probability Calculus, Random Variables, Discrete and Continuous Distributions); Statistics (Handling of Data, Sampling, Estimation, Hypothesis Testing); Stochastic Processes (Markov Processes, Continuous-Time Processes).
(14277 views)