Overview

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 and hands-on style, without sacrificing formal rigor fills this gap. It brings Ph.D. students in Physics, as well as more senior practitioners, through the standard tools and results on random matrices, with an eye on most recent developments that are not usually covered in introductory texts. The focus is mainly on random matrices with real spectrum.The main guiding threads throughout the book are the Gaussian Ensembles. In particular, Wigner’s semicircle law is derived multiple times to illustrate several techniques  (e.g., Coulomb gas approach, replica theory).Most chapters are accompanied by Matlab codes (stored in an online repository) to guide readers through the numerical check of most analyticalresults.

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9783319708836

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Reviews

Giacomo Livan, Marcel Novaes, and Pierpaolo Vivo have written a small but lively book on random matrices. ... The book feels conversational. It has an informal tone, a sense of humor, and a pleasant mixture of exposition and detail. The pace is brisk, appropriate for a book aiming to be an introductory survey rather than a formal textbook. (John D. Cook, MAA Reviews, July, 2018) The emphasis is on concepts, computations and tricks of the trade, and the style is modern and informal, which the reader will no doubt enjoy. ... This monograph should prove to become a very welcome companion to the serious and enthusiastic reader setting out to get to know this vast and very useful subject. (Rabe von Randow, zbMATH 1386.15003, 2018)

The emphasis is on concepts, computations and tricks of the trade, and the style is modern and informal, which the reader will no doubt enjoy. ... This monograph should prove to become a very welcome companion to the serious and enthusiastic reader setting out to get to know this vast and very useful subject. (Rabe von Randow, zbMATH 1386.15003, 2018)

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