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
Statistics, Probability, and Game Theory: papers in honor of David Blackwellby David Blackwell, at al. - IMS
The bulk of the articles in this volume are research articles in probability, statistics, gambling, game theory, Markov decision processes, set theory and logic, comparison of experiments, games of timing, merging of opinions, etc.
(12032 views)
Convergence of Stochastic Processesby 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.
(13878 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.
(12851 views)
Bayesian Spectrum Analysis and Parameter Estimationby G. Larry Bretthorst - Springer
This work is a research document on the application of probability theory to the parameter estimation problem. The people who will be interested in this material are physicists, economists, and engineers who have to deal with data on a daily basis.
(15803 views)