What are the best textbooks for learning random matrix theory?

Click For Summary
The discussion centers on recommendations for textbooks on random matrix theory. A user seeks suggestions, particularly for textbooks that provide a solid foundation in the subject. Responses include "An Introduction to Modern Number Theory" by Miller for an undergraduate introduction with applications in Number Theory. For more advanced study, recommendations include "Random Matrices" by Mehta, noted for its complexity, textbooks by Percy Deift, and "Introduction to Random Matrix Theory" by Zeitouni et al. The user expresses intent to start with the last book but acknowledges the need to refresh their knowledge of probability first.
captain
Messages
163
Reaction score
0
Hi all I was wondering if anybody knew any good books (preferably textbooks) on random matrix theory?

thanks in advance.Edit: My apologies if this is posted in the wrong section.
 
Physics news on Phys.org
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...
 
  • Like
Likes Sachin kumar
TL;DR: Jackson or Zangwill for Electrodynamics? Hi, I want to learn ultrafast optics and I am interested in condensed matter physics, ie using ultrafast optics in condensed matter systems. However, before I get onto ultrafast optics I need to improve my electrodynamics knowledge. Should I study Jackson or Zangwill for Electrodynamics? My level at the moment is Griffiths. Given my interest in ultrafast optics in condensed matter, I am not sure which book is better suited for me. If...

Similar threads

  • · Replies 4 ·
Replies
4
Views
2K
  • · Replies 19 ·
Replies
19
Views
2K
Replies
30
Views
2K
  • · Replies 36 ·
2
Replies
36
Views
3K
  • · Replies 6 ·
Replies
6
Views
4K
Replies
28
Views
919
  • · Replies 13 ·
Replies
13
Views
2K
Replies
7
Views
3K
  • · Replies 6 ·
Replies
6
Views
3K
Replies
22
Views
3K