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Applications of Random Matrices in Physics
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Random matrices are widely and successfully used in physics for almost 60-70 years, beginning with the works of Dyson and Wigner. Although it is an old subject,
Random Matrix Models and Their Applications
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Authors: Pavel Bleher
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Expository articles on random matrix theory emphasizing the exchange of ideas between the physical and mathematical communities.
Introduction to Random Matrices
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Modern developments of Random Matrix Theory as well as pedagogical approaches to the standard core of the discipline are surprisingly hard to find in a well-org
Random Matrices, Random Processes and Integrable Systems
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This book explores the remarkable connections between two domains that, a priori, seem unrelated: Random matrices (together with associated random processes) an
A First Course in Random Matrix Theory
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An intuitive, up-to-date introduction to random matrix theory and free calculus, with real world illustrations and Big Data applications.