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This is a first book to show that the theory of the Gaussian random matrix is essential to understand the universal correlations with random fluctuations and to
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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
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.
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Random Matrix Theory, Interacting Particle Systems and Integrable Systems
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This volume includes review articles and research contributions on long-standing questions on universalities of Wigner matrices and beta-ensembles.