【经典教材系列】经典随机矩阵理论入门书：An Introduction to Random Matrices

The theory of random matrices plays an important role in many areas of pure mathematics and employs a variety of sophisticated mathematical tools (analytical, probabilistic and combinatorial). This diverse array of tools, while attesting to the vitality of the field, presents several formidable obstacles to the newcomer, and even the expert probabilist. This rigorous introduction to the basic theory is sufficiently self-contained to be accessible to graduate students in mathematics or related sciences, who have mastered probability theory at the graduate level, but have not necessarily been exposed to advanced notions of functional analysis, algebra or geometry. Useful background material is collected in the appendices and exercises are also included throughout to test the reader's understanding. Enumerative techniques, stochastic analysis, large deviations, concentration inequalities, disintegration and Lie algebras all are introduced in the text, which will enable readers to approach the research literature with confidence.

左键一响，撒币五两

谢谢楼主分享

very good.

好东东，前来学习

谢谢楼主分享！

wwqqer 发表于 2014-4-21 03:25
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【经典教材系列】（资料汇总帖，附链接，持续添加中）

thx for sharing

谢谢楼主的分享

好东西~ 顶一下