A rigorous introduction to the basic theory of random matrices designed for graduate students with a background in probability theory.

The field of stochastic processes and Random Matrix Theory (RMT) has been a rapidly evolving subject during the last fifteen years. The continuous development a

A co-publication of the AMS and the Courant Institute of Mathematical Sciences at New York University This book is a concise and self-contained introduction of

These lectures emphasize the relation between the problem of enumerating complicated graphs and the related large deviations questions. Such questions are close

This is the first book to provide a comprehensive overview of foundational results and recent progress in the study of random matrices from the classical compac