Eigenvalue distribution of large random matrices
by L. A. Pastur
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First published: 2011
1 language
ISBN: 9780821852859
Description
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. This book offers beginners a fairly balanced collection of basic facts and methods.
Subjects
Linear and multilinear algebra; matrix theory -- Special matrices -- Hermitian, skew-Hermitian, and related matrices
Random matrices
Probability theory and stochastic processes -- Probability theory on algebraic and topological structures -- Random matrices (probabilistic aspects; for algebraic aspects see 15B52)
Distribution (Probability theory)
Linear and multilinear algebra; matrix theory -- Special matrices -- Random matrices
Probability theory and stochastic processes -- Limit theorems -- Central limit and other weak theorems
Matrices
