An intuitive, up-to-date introduction to random matrix theory and free calculus, with real world illustrations and Big Data applications.

The real world is perceived and broken down as data, models and algorithms in the eyes of physicists and engineers. Data is noisy by nature and classical statis

Modern developments of Random Matrix Theory as well as pedagogical approaches to the standard core of the discipline are surprisingly hard to find in a well-org

A rigorous introduction to the basic theory of random matrices designed for graduate students with a background in probability theory.

"This book features a unified derivation of the mathematical theory of the three classical types of invariant random matrix ensembles-orthogonal, unitary, and s