Random Matrices

Anybody have any good links about "Random Matrices"? I've been trying to read everything I can find on google but it often assumes prior knowledge of random matrices or else gives solely examples.
I'm looking for something at the 'introductory' level, but which actually gets into the maths rather than just the motivation.
Cheers.

Fremen

What do you mean by introductory?
This is a subject I've been interested in for a few months now. The trouble is, there isn't much written on the subject for mathematicians, since it started out as a branch of physics.
The best-known book on the subject is by Mehta (do a google), but that's aimed at physicists. I couldn't get my head around it... the first chapter talks about energy spectra of atoms, and I gave up after that.

If you know probability at a sophisticated level (say, if you know what a sigma algebra is), you should take a look at Terrence Tao's blog:
http://en.wordpress.com/tag/254a-random-matrices/ .
For the record, Terry Tao is arguably the best living mathematician in the world right now. You could arguably think of him as three or four mathematicians rolled into one person. Most mathematicians publish three papers a year. This guy has to divide his topics into a load of different subsections.

You need a deep understanding of probability before you take this stuff on. If you're not familiar with it, best to read "Measure, Integral and Probability" in the springer undergrad maths series first. Even then, it won't be easy.

Fremen

Here's about twenty hours of lectures on RMT. You probably need a maths degree before you have the wherewithal to follow them, though.

http://www.msri.org/communications/vmath/semester/dr/2009070220100101/show_semester

Fremen

One more thing... I'm not trying to discourage you by saying that this is an advanced topic. You should realise that this won't be a cakewalk, but learning on your own is how you get good.
Lecturers give you the basics, it's up to you to sort the rest out. Learning stuff that's "above" your level on your own is absolutely the best way to become a good mathematician.
Bleh, stupid booze making me triple post.

Thanks Fremen. Looks like there could be quite a bit of reading around! :pac:
I'll have a go at it anyway.

Edit: I followed your link, and I see what you mean. Whatever the difficulty of the maths involved in general, it seems to require the interested mathematician to be well-read in the literature. *sigh* Hmmm.