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Random matrix theory book 
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#1
Mar1312, 06:38 PM

P: 163

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. 


#2
Mar1312, 11:57 PM

P: 3,243

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... 


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