Random matrices, high dimensional phenomena

Random matrices: high dimensional phenom

📁 Random matrices: high dimensional phenomena

✍ Gordon Blower 📂 Library 📅 2009 🏛 Cambridge University Press 🌐 English

This book focuses on the behavior of large random matrices. Standard results are covered, and the presentation emphasizes elementary operator theory and differential equations, so as to be accessible to graduate students and other non-experts. The introductory chapters review material on Lie groups

Interactions between compressed sensing,

📁 Interactions between compressed sensing, random matrices, and high dimensional geometry

✍ Djalil Chafaï and Olivier Guédon and Guillaume Lecué and Alain Pajor 📂 Library 📅 2012 🏛 Société Mathématique de France (SMF) 🌐 English

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

Spectral analysis of large dimensional r

📁 Spectral analysis of large dimensional random matrices

✍ Zhidong Bai, Jack W. Silverstein (auth.) 📂 Library 📅 2010 🏛 Springer-Verlag New York 🌐 English

Spectral Analysis of Large Dimensional R

📁 Spectral Analysis of Large Dimensional Random Matrices

✍ Zhidong Bai, Jack W. Silverstein (auth.) 📂 Library 📅 2010 🏛 Springer-Verlag New York 🌐 English

<p><P>The aim of the book is to introduce basic concepts, main results, and widely applied mathematical tools in the spectral analysis of large dimensional random matrices. The core of the book focuses on results established under moment conditions on random variables using probabilistic methods, an