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Random matrix theory book

  1. Mar 13, 2012 #1
    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. jcsd
  3. Mar 13, 2012 #2

    MathematicalPhysicist

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    Gold Member

    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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