The Random Matrix Theory of the Classical Compact Groups

by Elizabeth S. Meckes

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"