Register to reply

Random matrix theory book

by captain
Tags: book, matrix, random, theory
Share this thread:
captain
#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.
Phys.Org News Partner Science news on Phys.org
Suddenly, the sun is eerily quiet: Where did the sunspots go?
'Moral victories' might spare you from losing again
Mammoth and mastodon behavior was less roam, more stay at home
MathematicalPhysicist
#2
Mar13-12, 11:57 PM
P: 3,214
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...


Register to reply

Related Discussions
Transfer matrix, section in Jan Smit's book on Lattice Fields theory Quantum Physics 1
Random Matrix Theory and Orthogonal Polynomials General Math 0
Random matrix theory Atomic, Solid State, Comp. Physics 0
Random Matrix Theory Linear & Abstract Algebra 1
Random Matrix Programming & Computer Science 7