Random Matrices: High Dimensional Phenomena - Paperbackby Gordon Blower (Author) This book focuses on the behavior of large random matrices. Standard results are covered, and the presentation emphasizes elementary operator theory and differential equations, so as to be accessible to graduate students and other non experts. The introductory chapters review material on Lie groups and probability measures in a style suitable for applications in random matrix theory. Later chapters use modern convexity theory
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Random Matrices: High Dimensional Phenomena - Paperback