Random matrix theory book

captain

Hi all I was wondering if anybody knew any good books (preferably text books) on random matrix theory?

thanks in advance.


Edit: My apologies if this is posted in the wrong section.

MathematicalPhysicist

Tough subject.

If you want an easy (undergrad) introduction to the subject with applications in Number Theory, then there's the book:"An Introduction to Modern Number Theory" by Miller.

More advanced textbooks are 1. Random Matrices (by Mehta), I heard that few can read this monograph (I have it at my shelf, but still didn't find time to read it :-().
2. The textbooks by Percy Deift.
3. Introduction to Random matrix theory by Zeitouni et al.

I think I'll start reading the last book, though I need to refresh some probability...