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  • Patterned Random Matrices

    by Arup Bose ...
    Large dimensional random matrices (LDRM) with specific patterns arise in econometrics, computer science, mathematics, physics, and statistics. This book provides an easy initiation to LDRM. Through a unified approach, we investigate the existence and properties of the limiting spectral distribution (LSD) of different patterned random matrices as the dimension grows. The main ingredients are the ... Read more

    $100.99 CAD

  • Random Matrices and Non-Commutative Probability

    by Arup Bose ...
    This is an introductory book on Non-Commutative Probability or Free Probability and Large Dimensional Random Matrices. Basic concepts of free probability are introduced by analogy with classical probability in a lucid and quick manner. It then develops the results on the convergence of large dimensional random matrices, with a special focus on the interesting connections to free probability. The ... Read more

    $122.99 CAD

  • A Little Book of Martingales

    Series series Mathematics and Statistics (R0)
    This concise textbook, fashioned along the syllabus for master’s and Ph.D. programmes, covers basic results on discrete-time martingales and applications. It includes additional interesting and useful topics, providing the ability to move beyond. Adequate details are provided with exercises within the text and at the end of chapters. Basic results include Doob’s optional sampling theorem, Wald ... Read more

    $83.99 CAD

  • Random Circulant Matrices

    Circulant matrices have been around for a long time and have been extensively used in many scientific areas. This book studies the properties of the eigenvalues for various types of circulant matrices, such as the usual circulant, the reverse circulant, and the k-circulant when the dimension of the matrices grow and the entries are random.In particular, the behavior of the spectral distribution, ... Read more

    $100.99 CAD

  • Large Covariance and Autocovariance Matrices

    Series series Chapman & Hall/CRC Monographs on Statistics and Applied Probability
    Large Covariance and Autocovariance Matrices brings together a collection of recent results on sample covariance and autocovariance matrices in high-dimensional models and novel ideas on how to use them for statistical inference in one or more high-dimensional time series models. The prerequisites include knowledge of elementary multivariate analysis, basic time series analysis and basic results ... Read more

    $100.99 CAD