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＜E-Book＞
Eigenvalue distribution of large random matrices / Leonid Pastur, Mariya Shcherbina
(Mathematical Surveys and Monographs. ISSN:23317159 ; v. 171)

Publisher	Providence, R.I : American Mathematical Society
Year	c2011
Size	1 online resource (xiv, 632 p.)
Authors	*Pastur, L. A Shcherbina, Mariya 1958-
Subjects	LCSH:Distribution (Probability theory) LCSH:Random matrices FREE:Probability theory and stochastic processes -- Limit theorems -- Central limit and other weak theorems  All Subject Search FREE:Probability theory and stochastic processes -- Probability theory on algebraic and topological structures -- Random matrices (probabilistic aspects; for algebraic aspects see 15B52)  All Subject Search FREE:Linear and multilinear algebra; matrix theory -- Special matrices -- Random matrices  All Subject Search FREE:Linear and multilinear algebra; matrix theory -- Special matrices -- Hermitian, skew-Hermitian, and related matrices  All Subject Search
Contents	1. Introduction 2. Gaussian ensembles: Semicircle law 3. Gaussian ensembles: Central Limit Theorem for linear eigenvalue statistics 4. Gaussian ensembles: Joint eigenvalue distribution and related results 5. Gaussian unitary ensemble 6. Gaussian orthogonal ensemble 7. Wishart and Laguerre ensembles 8. Classical compact groups ensembles: Global regime 9. Classical compact group ensembles: Further results 10. Law of addition of random matrices 11. Matrix models: Global regime 12. Bulk universality for Hermitian matrix models 13. Universality for special points of Hermitian matrix models 14. Jacobi matrices and limiting laws for linear eigenvalue statistics 15. Universality for real symmetric matrix models 16. Unitary matrix models 17. Matrices with Gaussian correlated entries 18. Wigner ensembles 19. Sample covariance and related matrices
Notes	Includes bibliographical references (p. 611-629) and index Access is restricted to licensed institutions Electronic reproduction Providence, Rhode Island American Mathematical Society 2012 Mode of access : World Wide Web Description based on print version record HTTP:URL=http://www.ams.org/surv/171 Information=Contents HTTP:URL=https://doi.org/10.1090/surv/171 Information=Contents

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