
Preface  Preview Material  Table of Contents  Supplementary Material 
Mathematical Surveys and Monographs 2011; 632 pp; hardcover Volume: 171 ISBN10: 082185285X ISBN13: 9780821852859 List Price: US$105 Member Price: US$84 Order Code: SURV/171 See also: Orthogonal Polynomials and Random Matrices: A RiemannHilbert Approach  Percy Deift Random Matrix Theory: Invariant Ensembles and Universality  Percy Deift and Dimitri Gioev Random Matrices, Frobenius Eigenvalues, and Monodromy  Nicholas M Katz and Peter Sarnak  Random matrix theory is a wide and growing field with a variety of concepts, results, and techniques and a vast range of applications in mathematics and the related sciences. The book, written by wellknown experts, offers beginners a fairly balanced collection of basic facts and methods (Part 1 on classical ensembles) and presents experts with an exposition of recent advances in the subject (Parts 2 and 3 on invariant ensembles and ensembles with independent entries). The text includes many of the authors' results and methods on several main aspects of the theory, thus allowing them to present a unique and personal perspective on the subject and to cover many topics using a unified approach essentially based on the Stieltjes transform and orthogonal polynomials. The exposition is supplemented by numerous comments, remarks, and problems. This results in a book that presents a detailed and selfcontained treatment of the basic random matrix ensembles and asymptotic regimes. This book will be an important reference for researchers in a variety of areas of mathematics and mathematical physics. Various chapters of the book can be used for graduate courses; the main prerequisite is a basic knowledge of calculus, linear algebra, and probability theory. Readership Graduate students and research mathematicians interested in random matrix theory and its applications. Reviews "While a wide variety of ensembles are studied in this text, the methods are coherently focused, relying heavily in particular on Stieltjes transform based tools. This gives a slightly different perspective on the subject from other recent texts which often focus on other methods."  Mathematical Reviews 


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