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An Introduction to Random Matrices - MaRDI portal

An Introduction to Random Matrices (Q3651575)

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An Introduction to Random Matrices
scientific article

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    author
    Greg W. Anderson
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    Alice Guionnet
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    Ofer Zeitouni
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    publication date
    11 December 2009
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    Mathematics Subject Classification ID
    15-01
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    15B52
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    15A18
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    60B20
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    zbMATH DE Number
    5645278
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    zbMATH Keywords
    Wigner matrices
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    joint distributions of eigenvalues
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    Gaussian ensembles
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    Fredholm determinants
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    Tracy-Widom distribution
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    gap probability
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    free probability
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    monograph
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    random matrices
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    semicircle law
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    central limit theorems
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    spectral radius
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    Stieltjes transform
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    Wigner's Theorem
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    Wishart matrices
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    OpenAlex ID
    W653925602
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    title
    An Introduction to Random Matrices (English)
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