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 makes the current state of the field almost too large to survey in a single book. In this graduate text, we focus on one specific sector of the field, namely the spectral distribution of random Wigner matrix ensembles (such as the Gaussian Unitary Ensemble), as well as iid matrix ensembles. The text is largely self-contained and starts with a review of relevant aspects of probability theory and linear algebra. With over 200 exercises, the book is suitable as an introductory text for beginning graduate students seeking to enter the field.
Terence Tao was the winner of the 2014 Breakthrough Prize in Mathematics. He is the James and Carol Collins Chair of mathematics at UCLA and the youngest person ever to be promoted to full professor at the age of 24. In 2006 Tao became the youngest ever mathematician to win the Fields Medal. His other honours include the George Polya Prize from the Society for Industrial and Applied Mathematics (2010), the Alan T Waterman Award from the National Science Foundation (2008), the SASTRA Ramanujan Prize (2006), the Clay Research Award from the Clay Mathematical Institute (2003), the Bocher Memorial Prize from the American Mathematical Society (2002) and the Salem Prize (2000).