BOOK · [4322]
Topics in Random Matrix Theory
Mathematics
A graduate text on the spectral theory of random matrices, focusing on Wigner and iid matrix ensembles such as the Gaussian unitary ensemble. It is largely self-contained, reviewing probability and linear algebra before treating the semicircular law, the central limit theorem, the circular law, and concentration inequalities. The book is based on a 2010 graduate course Tao taught at UCLA.