An intuitive, up-to-date introduction to random matrix theory and free calculus, with real world illustrations and Big Data applications.

The real world is perceived and broken down as data, models and algorithms in the eyes of physicists and engineers. Data is noisy by nature and classical statis

The field of random matrix theory has seen an explosion of activity in recent years, with connections to many areas of mathematics and physics. However, this ma

A rigorous introduction to the basic theory of random matrices designed for graduate students with a background in probability theory.

"This book features a unified derivation of the mathematical theory of the three classical types of invariant random matrix ensembles-orthogonal, unitary, and s