An introduction to random matrices

✍ Greg W. Anderson, Alice Guionnet, Ofer Zeitouni 📂 Library 📅 2009 🏛 CUP 🌐 English

The theory of random matrices plays an important role in many areas of pure mathematics and employs a variety of sophisticated mathematical tools (analytical, probabilistic and combinatorial). This diverse array of tools, while attesting to the vitality of the field, presents several formidable obst

An Introduction to Random Matrices

📁 An Introduction to Random Matrices

✍ Greg W. Anderson, Alice Guionnet, Ofer Zeitouni 📂 Library 📅 2009 🏛 Cambridge University Press 🌐 English

The theory of random matrices plays an important role in many areas of pure mathematics and employs a variety of sophisticated mathematical tools (analytical, probabilistic and combinatorial). This diverse array of tools, while attesting to the vitality of the field, presents several formidable obst

High-Dimensional Covariance Matrix Estim

📁 High-Dimensional Covariance Matrix Estimation: An Introduction to Random Matrix Theory

✍ Aygul Zagidullina 📂 Library 📅 2021 🏛 Springer 🌐 English

This book presents covariance matrix estimation and related aspects of random matrix theory. It focuses on the sample covariance matrix estimator and provides a holistic description of its properties under two asymptotic regimes: the traditional one, and the high-dimensional regime that better fits

High-Dimensional Covariance Matrix Estim

📁 High-Dimensional Covariance Matrix Estimation: An Introduction to Random Matrix Theory

✍ Aygul Zagidullina 📂 Library 📅 2021 🏛 Springer 🌐 English

This book presents covariance matrix estimation and related aspects of random matrix theory. It focuses on the sample covariance matrix estimator and provides a holistic description of its properties under two asymptotic regimes: the traditional one, and the high-dimensional regime that better fits

Basic Matrices: An Introduction to Matri

📁 Basic Matrices: An Introduction to Matrix Theory and Practice

✍ C. G. Broyden (auth.) 📂 Library 📅 1975 🏛 Macmillan Education UK 🌐 English

Introduction to Random Matrices: Theory

📁 Introduction to Random Matrices: Theory and Practice

✍ Giacomo Livan,Marcel Novaes,Pierpaolo Vivo (auth.) 📂 Library 📅 2018 🏛 Springer International Publishing 🌐 English

<p>Modern developments of Random Matrix Theory as well as pedagogical approaches to the standard core of the discipline are surprisingly hard to find in a well-organized, readable and user-friendly fashion. This slim and agile book, written in a pedagogical and hands-on style, without sacrificing fo

An introduction to random matrices

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