Eigenvalue Distribution of Large Random Matrices by Leonid Pa... - 9780821852859

Eigenvalue Distribution of Large Random MatricesAuthor(s): Leonid Pastur, Mariya Shcherbina\nFormat: Hardback\nPublisher: American Mathematical Society, United States\nImprint: American Mathematical Society\nISBN-13: 9780821852859, 978-0821852859\nSynopsis\nRandom matrix theory is a wide and growing field with a variety of concepts, results, and techniques and a vast range of applications in mathematics and the related sciences. The book, written by well-known experts, offers beginners a fairly balanced collection of basic facts and methods (Part 1 on classical ensembles) and presents experts with an exposition of recent advances in the subject (Parts 2 and 3 on invariant ensembles and ensembles with independent entries). The text includes many of the authors results and methods on several main aspects of the theory, thus allowing them to present a unique and personal perspective on the subject and to cover many topics using a unified approach essentially based on the Stieltjes trans.