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

This is the first book to provide a comprehensive overview of foundational results and recent progress in the study of random matrices from the classical compact groups, drawing on the subject's deep connections to geometry, analysis, algebra, physics, and statistics. The book sets a foundation with an introduction to the groups themselves and six different constructions of Haar measure. Classical and recent results are then presented in a digested, accessible form, including the following: results on the joint distributions of the entries; an extensive treatment of eigenvalue distributions, including the Weyl integration formula, moment formulae, and limit theorems and large deviations for the spectral measures; concentration of measure with applications both within random matrix theory and in high dimensional geometry; and results on characteristic polynomials with connections to the Riemann zeta function. This book will be a useful reference for researchers and an accessible introduction for students in related fields.

This volume contains notes of the lectures given at the Courant Institute and a DMV-Seminar at Oberwolfach. The focus is on the recent work of the authors on semilinear wave equations with critical Sobolev exponents and on wave maps in two space dimensions. Background material and references have been added to make the notes self-contained. The book is suitable for use in a graduate-level course on the topic. Titles in this series are co-published with the Courant Institute of Mathematical Sciences at New York University.