Random matrices are widely and successfully used in physics for almost 60-70 years, beginning with the works of Dyson and Wigner. Although it is an old subject,
The book contains three parts: Spectral theory of large dimensional random matrices; Applications to wireless communications; and Applications to finance. In th
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-org
This book explores the remarkable connections between two domains that, a priori, seem unrelated: Random matrices (together with associated random processes) an