**Random Matrix Models and Their Applications**

by Pavel Bleher, Alexander Its

**Publisher**: Cambridge University Press 2001**ISBN/ASIN**: 0521802091**ISBN-13**: 9780521802093**Number of pages**: 438

**Description**:

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. Its focus on the interaction between physics and mathematics will make it a welcome addition to the shelves of graduate students and researchers in both fields, as will its expository emphasis.

Download or read it online for free here:

**Download link**

(multiple PDF,PS files)

## Similar books

**Probability and Statistics: A Course for Physicists and Engineers**

by

**Arak M. Mathai, Hans J. Haubold**-

**De Gruyter Open**

This is an introduction to concepts of probability theory, probability distributions relevant in the applied sciences, as well as basics of sampling distributions, estimation and hypothesis testing. Designed for students in engineering and physics.

(

**8006**views)

**Convergence of Stochastic Processes**

by

**D. Pollard**-

**Springer**

Selected parts of empirical process theory, with applications to mathematical statistics. The book describes the combinatorial ideas needed to prove maximal inequalities for empirical processes indexed by classes of sets or classes of functions.

(

**15405**views)

**Markov Chains and Mixing Times**

by

**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.

(

**14075**views)

**Advanced Data Analysis from an Elementary Point of View**

by

**Cosma Rohilla Shalizi**-

**Cambridge University Press**

This is a draft textbook on data analysis methods, intended for a one-semester course for advance undergraduate students who have already taken classes in probability, mathematical statistics, and linear regression. It began as the lecture notes.

(

**10260**views)