Introduction to Random Matrices - Anderson, Greg W. (University of Minnesota) a Guionnet, Alice (Ecole Normale Superieure, Lyon) a Zeitouni, Ofer (Weizmann Institute/University of Minnesota)

The theory of random matrices plays an important role in many areas of pure mathematics. This rigorous introduction is specifically designed for graduate students in mathematics or related sciences, who have a background in probability theory but have not been exposed to advanced notions of functional analysis, algebra or geometry.