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.

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

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 rel

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