Random matrices now play a role in many areas of theoretical, applied, and computational mathematics. It is therefore desirable to have tools for studying rando

Random matrices now play a role in many areas of theoretical, applied, and computational mathematics. Therefore, it is desirable to have tools for studying rand

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

Describes the interplay between the probabilistic structure (independence) and a variety of tools ranging from functional inequalities to transportation argumen

An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.