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

by 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.
(16172 views)

by Brenda Meery - CK-12.org
CK-12 Foundation's Basic Probability and Statistics– A Short Course is an introduction to theoretical probability and data organization. Students learn about events, conditions, random variables, and graphs and tables that allow them to manage data.
(22177 views)

by 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.
(15195 views)

by Klaus Bichteler - University of Texas
Written for graduate students of mathematics, physics, electrical engineering, and finance. The students are expected to know the basics of point set topology up to Tychonoff's theorem, general integration theory, and some functional analysis.
(15670 views)