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Terence Tao: 'Topics in Random Matrix Theory'AMS, 2012,282 pp.

机译:陶仁(Terence Tao):“随机矩阵理论的主题”,AMS,2012,282页。

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摘要

The book under consideration is a basic introduction to the field of random matrix theory, which has been very active in the last years. It aims at graduate students interested in this subject or willing to start to work in this direction. The general goal of random matrix theory is the understanding of the statistical properties of the eigenvalues and of the eigenvectors of N x N matrices, whose entries are random variables with a given probability law. Typically, one is interested in the behavior of the spectrum in the limit of large N.
机译:正在考虑的这本书是对随机矩阵理论领域的基本介绍,该领域在最近几年非常活跃。它针对对这个学科感兴趣或愿意朝这个方向努力的研究生。随机矩阵理论的总体目标是理解N x N矩阵的特征值和特征向量的统计属性,这些矩阵的条目是具有给定概率定律的随机变量。通常,人们对在大N限制内的频谱行为感兴趣。

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