Modern Aspects of Random Matrix Theory
About this Title
Van H. Vu, Yale University, New Haven, CT, Editor
Publication: Proceedings of Symposia in Applied Mathematics
Publication Year: 2014; Volume 72
ISBNs: 978-0-8218-9471-2 (print); 978-1-4704-1660-7 (online)
The theory of random matrices is an amazingly rich topic in mathematics. Random matrices play a fundamental role in various areas such as statistics, mathematical physics, combinatorics, theoretical computer science, number theory and numerical analysis.
This volume is based on lectures delivered at the 2013 AMS Short Course on Random Matrices, held January 6–7, 2013 in San Diego, California.
Included are surveys by leading researchers in the field, written in introductory style, aiming to provide the reader a quick and intuitive overview of this fascinating and rapidly developing topic. These surveys contain many major recent developments, such as progress on universality conjectures, connections between random matrices and free probability, numerical algebra, combinatorics and high-dimensional geometry, together with several novel methods and a variety of open questions.
Graduate students and research mathematicians interested in the theory of random matrices and its relations to other areas in mathematics.
Table of Contents
- Charles Bordenave and Djalil Chafaï – Lecture notes on the circular law
- A. Guionnet – Free probability and random matrices
- Alan Edelman, Brian D. Sutton and Yuyang Wang – Random matrix theory, numerical computation and applications
- Mark Rudelson – Recent developments in non-asymptotic theory of random matrices
- Terence Tao and Van Vu – Random matrices: The universality phenomenon for Wigner ensembles