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12 of 14 people found the following review helpful:
4.0 out of 5 stars The canonical book of random matrices, April 14, 2000
By A Customer
This review is from: Random Matrices, Second Edition: Revised and Enlarged Second Edition (Pure and Applied Mathematics) (Hardcover)
Mehta's book is the book that gets refered to in every article that deals with random matrices. It covers classical theory of random matrices well, but omits many important developments such as chiral random matrices. 'Random matrices' is somewhat pricey but it is nevertheless the best book there is on theory of random matrices. Unfortunately.
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Random Matrices, Second Edition: Revised and Enlarged Second Edition (Pure and Applied Mathematics)
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