An Introduction to Random Matrices 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Greg W. Anderson 作者

Cambridge University Press

译者

2009-12-21 出版日期

506 页数

USD 84.99 价格

Hardcover

Cambridge Studies in Advanced Mathematics 丛书系列

9780521194525 图书编码

An Introduction to Random Matrices 在线电子书图书标签: 数学随机过程

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An Introduction to Random Matrices 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

An Introduction to Random Matrices 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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写的很清楚，比Tao的那本要深入（不过Tao写书的风格对读者很友好），topic基本上涵盖了目前RMT的各个方向。Chapter 2是moment method，也是整个RMT的入门，后面开始就基本上各自成块，取决于每个人的方向了。

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An Introduction to Random Matrices 在线电子书著者简介

An Introduction to Random Matrices 在线电子书图书目录

An Introduction to Random Matrices 在线电子书 pdf 下载 txt下载 epub 下载 mobi 在线电子书下载

An Introduction to Random Matrices 在线电子书图书描述

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.

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