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

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

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

Random Matrices gives a coherent and detailed description of analytical methods devised to study random matrices. These methods are critical to the understandin

A co-publication of the AMS and the Courant Institute of Mathematical Sciences at New York University This book is a concise and self-contained introduction of