The field of stochastic processes and Random Matrix Theory (RMT) has been a rapidly evolving subject during the last fifteen years. The continuous development a

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

The field of stochastic processes and random matrix theory (RMT) has been a rapidly evolving subject during the last fifteen years. The continuous development a

This book explores the remarkable connections between two domains that, a priori, seem unrelated: Random matrices (together with associated random processes) an

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