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

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

Random matrix theory has many roots and many branches in mathematics, statistics, physics, computer science, data science, numerical analysis, biology, ecology,

The field of random matrix theory has seen an explosion of activity in recent years, with connections to many areas of mathematics and physics. However, this ma

An intuitive, up-to-date introduction to random matrix theory and free calculus, with real world illustrations and Big Data applications.