The Random Matrix Theory of the Classical Compact Groups

(Book #218 in the Cambridge Tracts in Mathematics Series)

by Elizabeth S. Meckes

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This is the first book to provide a comprehensive overview of foundational results and recent progress in the study of random matrices from the classical compact groups, drawing on the subject's deep connections to geometry, analysis, algebra, physics, and statistics. The book sets a foundation with an introduction to the groups themselves and six different constructions of Haar measure. Classical and recent results are then presented in a digested,...

Format:Hardcover

Language:English

ISBN:1108419526

ISBN13:9781108419529

Release Date:September 2019

Publisher:Cambridge University Press

Length:224 Pages

Weight:0.90 lbs.

Dimensions:0.6" x 8.3" x 9.2"

Related Subjects

Math Mathematics Science & Math

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The Random Matrix Theory of the Classical Compact Groups

(Book #218 in the Cambridge Tracts in Mathematics Series)

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