Introduction to Random Matrices Theory and Practice
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-organized, readable and user-friendly fashion. This slim and agile book, written in a pedagogical
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Giacomo Livan Marcel Novaes Pierpaolo Vivo
Introduction to Random Matrices Theory and Practice 123
SpringerBriefs in Mathematical Physics Volume 26
Series editors Nathanaël Berestycki, Cambridge, UK Mihalis Dafermos, Princeton, USA Tohru Eguchi, Tokyo, Japan Atsuo Kuniba, Tokyo, Japan Matilde Marcolli, Pasadena, USA Bruno Nachtergaele, Davis, USA
SpringerBriefs are characterized in general by their size (50–125 pages) and fast production time (2–3 months compared to 6 months for a monograph). Briefs are available in print but are intended as a primarily electronic publication to be included in Springer’s e-book package. Typical works might include: • An extended survey of a field • A link between new research papers published in journal articles • A presentation of core concepts that doctoral students must understand in order to make independent contributions • Lecture notes making a specialist topic accessible for non-specialist readers. SpringerBriefs in Mathematical Physics showcase, in a compact format, topics of current relevance in the field of mathematical physics. Published titles will encompass all areas of theoretical and mathematical physics. This series is intended for mathematicians, physicists, and other scientists, as well as doctoral students in related areas.
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Giacomo Livan Marcel Novaes Pierpaolo Vivo •
Introduction to Random Matrices Theory and Practice
123
Giacomo Livan Department of Computer Science University College London London UK
Pierpaolo Vivo Department of Mathematics King’s College London London UK
Marcel Novaes Instituto de Física Universidade Federal de Uberlândia Uberlândia, Minas Gerais Brazil
ISSN 2197-1757 ISSN 2197-1765 (electronic) SpringerBriefs in Mathematical Physics ISBN 978-3-319-70883-6 ISBN 978-3-319-70885-0 (eBook) https://doi.org/10.1007/978-3-319-70885-0 Library of Congress Control Number: 2017958623 © The Author(s) 2018 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. The publisher, the authors and the editors are safe to assume that the advice and information in this book are believed to be true and accurate at the date of publication. Neither the publisher nor the authors or the editors give a warranty, express or implied, with respect to the material contained herein or for any errors or omissions t
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