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An Introduction to Random Matrices Nora van Riet to Catherine the Great whoThis textbook by Greg W. Anderson offers a rigorous introduction to the theory of random matrices, intended for graduate students with a solid background in probability theory. It covers fundamental concepts without assuming prior knowledge of functional analysis, algebra, or geometry. Description The theory of random matrices plays an important role in various areas of pure mathematics and uses a range of analytical, probabilistic, and combinatorial
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