Búsqueda de LIBROS DEL AUTOR: arup bose

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  • RANDOM MATRICES AND NON-COMMUTATIVE PROBABILITY
    ebook
    RANDOM MATRICES AND NON-COMMUTATIVE PROBABILITY
    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 fre...

    $1,660.00

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  • RANDOM CIRCULANT MATRICES
    ebook
    RANDOM CIRCULANT MATRICES
    ARUP BOSE / KOUSHIK SAHA
    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 spe...

    $1,360.00

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  • LARGE COVARIANCE AND AUTOCOVARIANCE MATRICES
    ebook
    LARGE COVARIANCE AND AUTOCOVARIANCE MATRICES
    ARUP BOSE / MONIKA BHATTACHARJEE
    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...

    $1,360.00

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  • PATTERNED RANDOM MATRICES
    ebook
    PATTERNED RANDOM MATRICES
    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 in...

    $1,360.00

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