
Preface  Preview Material  Table of Contents  Index  Supplementary Material 
Graduate Studies in Mathematics 2012; 282 pp; hardcover Volume: 132 ISBN10: 0821874306 ISBN13: 9780821874301 List Price: US$64 Member Price: US$51.20 Order Code: GSM/132 See also: An Epsilon of Room, I: Real Analysis: pages from year three of a mathematical blog  Terence Tao An Epsilon of Room, II: pages from year three of a mathematical blog  Terence Tao An Introduction to Measure Theory  Terence Tao  The field of random matrix theory has seen an explosion of activity in recent years, with connections to many areas of mathematics and physics. However, this makes the current state of the field almost too large to survey in a single book. In this graduate text, we focus on one specific sector of the field, namely the spectral distribution of random Wigner matrix ensembles (such as the Gaussian Unitary Ensemble), as well as iid matrix ensembles. The text is largely selfcontained and starts with a review of relevant aspects of probability theory and linear algebra. With over 200 exercises, the book is suitable as an introductory text for beginning graduate students seeking to enter the field. Request an examination or desk copy. Readership Graduate students and research mathematicians interested in random matrix theory. Reviews "This is a wellwritten book, providing a very accessible introduction for those with a solid background in probability and analysis. It is a terrific introduction to the subject, as the author constantly emphasizes where the various techniques can and cannot be used, and why. The author has succeeded in providing a good tour through an important part of random matrix theory, and readers will be wellprepared to continue further after reading this book."  Mathematical Reviews "The text is wellwritten and contains a large number of exercises, many of which are crucial for the main text. It will provide a good starting point for everybody interested in this area who has a solid background in measure theory and probability."  Springer 


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