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

This text covers in detail recent developments in the field of stochastic processes and Random Matrix Theory. Matrix models have been playing an important role

This volume opens the world of free probability to a wide variety of readers. From its roots in the theory of operator algebras, free probability has intertwine

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 compac

This book focuses on the behaviour of large random matrices. Standard results are covered, and the presentation emphasizes elementary operator theory and differ