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This book provides a broad overview of foundational results and recent progress in the study of random matrices from the classical compact groups. Designed to present a complete picture to researchers of different fields, the material makes connections to geometry, analysis, algebra, physics, and statistics.
Linear Algebra offers a unified treatment of both matrix-oriented and theoretical approaches to the course. Written for students in pure and applied mathematics, as well as physics, engineering, and computer science, it is designed to facilitate the transition from calculus to advanced mathematics.
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