Topics in Random Matrix Theory
by Terence Tao
2011
Number of pages: 340
Description:
This is a textbook for a graduate course on random matrix theory, inspired by recent developments in the subject. This text focuses on foundational topics in random matrix theory upon which the most recent work has been based.
Download or read it online for free here:
Download link
(1.5MB, PDF)
Similar books
Introduction to Probability, Statistics, and Random Processesby Hossein Pishro-Nik - Kappa Research, LLC
This book introduces students to probability, statistics, and stochastic processes. It can be used by both students and practitioners in engineering, sciences, finance, and other fields. It provides a clear and intuitive approach to these topics.
(28955 views)
Lectures on Stochastic Analysisby Thomas G. Kurtz - University of Wisconsin
Covered topics: stochastic integrals with respect to general semimartingales, stochastic differential equations based on these integrals, integration with respect to Poisson measures, stochastic differential equations for general Markov processes.
(16580 views)
Theory of Probability: A Historical Essayby Oscar Sheynin - arXiv.org
This book covers the history of probability up to Kolmogorov with essential additional coverage of statistics up to Fisher. The book covers an extremely wide field, and is targeted at the same readers as any other book on history of science.
(10473 views)
Statistics, Probability, and Game Theory: papers in honor of David Blackwellby David Blackwell, at al. - IMS
The bulk of the articles in this volume are research articles in probability, statistics, gambling, game theory, Markov decision processes, set theory and logic, comparison of experiments, games of timing, merging of opinions, etc.
(16301 views)