An Introduction to Random Matrices pdf epub mobi txt 電子書下載 2024

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Greg W. Anderson

Cambridge University Press

2009-12-21

506

USD 84.99

Hardcover

Cambridge Studies in Advanced Mathematics

9780521194525

圖書標籤: 數學隨機過程

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发表于2024-11-10

An Introduction to Random Matrices epub 下載 mobi 下載 pdf 下載 txt 電子書下載 2024

An Introduction to Random Matrices pdf epub mobi txt 電子書下載 2024

圖書描述

The theory of random matrices plays an important role in many areas of pure mathematics and employs a variety of sophisticated mathematical tools (analytical, probabilistic and combinatorial). This diverse array of tools, while attesting to the vitality of the field, presents several formidable obstacles to the newcomer, and even the expert probabilist. This rigorous introduction to the basic theory is sufficiently self-contained to be accessible to graduate students in mathematics or related sciences, who have mastered probability theory at the graduate level, but have not necessarily been exposed to advanced notions of functional analysis, algebra or geometry. Useful background material is collected in the appendices and exercises are also included throughout to test the reader's understanding. Enumerative techniques, stochastic analysis, large deviations, concentration inequalities, disintegration and Lie algebras all are introduced in the text, which will enable readers to approach the research literature with confidence.

An Introduction to Random Matrices 下載 mobi epub pdf txt 電子書