This book focuses on the behaviour of large random matrices. Standard results are covered, and the presentation emphasizes elementary operator theory and differ

High-dimensional probability offers insight into the behavior of random vectors, random matrices, random subspaces, and objects used to quantify uncertainty in

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

This is the first book to provide a comprehensive overview of foundational results and recent progress in the study of random matrices from the classical compac

High-dimensional data appear in many fields, and their analysis has become increasingly important in modern statistics. However, it has long been observed that