Horng-Tzer Yau-Laszlo Erdos

A Dynamical Approach To Random Matrix Theory Horng-Tzer Yau-Laszlo Erdos

Offers a concise and self-contained introduction to recent techniques to prove local spectral universality for large random matrices. Random matrix theory is a fast expanding research area, and this book mainly focuses on the methods that the authors participated in developing over the past few years. The authors present key concepts that they believe are the core of these methods.