Random matrix theory book


by captain
Tags: book, matrix, random, theory
captain
captain is offline
#1
Mar13-12, 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.
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MathematicalPhysicist
MathematicalPhysicist is offline
#2
Mar13-12, 11:57 PM
P: 3,173
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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