What are the best textbooks for learning random matrix theory?

Click For Summary
SUMMARY

The discussion centers on recommended textbooks for learning random matrix theory. Key suggestions include "An Introduction to Modern Number Theory" by Miller for undergraduates, and more advanced texts such as "Random Matrices" by Mehta, works by Percy Deift, and "Introduction to Random Matrix Theory" by Zeitouni et al. Participants emphasize the varying difficulty levels of these texts, with Mehta's work noted for its complexity.

PREREQUISITES
  • Basic understanding of probability theory
  • Familiarity with number theory concepts
  • Knowledge of linear algebra
  • Experience with mathematical proofs and analysis
NEXT STEPS
  • Read "An Introduction to Modern Number Theory" by Miller for foundational concepts
  • Explore "Random Matrices" by Mehta for advanced insights
  • Study works by Percy Deift for additional perspectives on random matrix theory
  • Review "Introduction to Random Matrix Theory" by Zeitouni et al. for a comprehensive overview
USEFUL FOR

Students and researchers in mathematics, particularly those focusing on random matrix theory, number theory, and related fields will benefit from this discussion.

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   Reactions: Sachin kumar

Similar threads

  • · Replies 4 ·
Replies
4
Views
2K
  • · Replies 19 ·
Replies
19
Views
2K
Replies
30
Views
3K
  • · Replies 36 ·
2
Replies
36
Views
6K
  • · Replies 6 ·
Replies
6
Views
5K
Replies
28
Views
2K
  • · Replies 13 ·
Replies
13
Views
3K
Replies
7
Views
3K
  • · Replies 7 ·
Replies
7
Views
4K
Replies
22
Views
3K