Spectral Analysis of Large Dimensional Random Matrices, Zhidong Bai; Jack W. Silverstein

Автор: Forrester Peter J
Название: Log-Gases and Random Matrices
ISBN: 0691128294 ISBN-13(EAN): 9780691128290
Издательство: Wiley
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Цена: 137280.00 T
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Описание: Random matrix theory, both as an application and as a theory, has evolved rapidly over the years. This title chronicles these developments, emphasizing log-gases as a physical picture. It covers topics such as beta ensembles and Jack polynomials. It develops the application and theory of Gaussian and circular ensembles of random matrix theory.

Автор: Lutkepohl, Helmut
Название: Handbook of matrices
ISBN: 0471970158 ISBN-13(EAN): 9780471970156
Издательство: Wiley
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Цена: 145670.00 T
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Описание: Matrices are used in many fields such as statistics, econometrics, mathematics, natural sciences and engineering. They provide a concise, simple method for describing long and complicated computations. This is a comprehensive handbook and dictionary of terms for matrix theory.

Автор: Koch
Название: Analysis of Multivariate and High-Dimensional Data
ISBN: 0521887933 ISBN-13(EAN): 9780521887939
Издательство: Cambridge Academ
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Цена: 70750.00 T
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Описание: `Big data` poses challenges that require both classical multivariate methods and modern machine-learning techniques. This coherent treatment integrates theory with data analysis, visualisation and interpretation of the analysis. Problems, data sets and MATLAB (R) code complete the package. It is suitable for master`s/graduate students in statistics and working scientists in data-rich disciplines.

Автор: Haruo Yanai; Kei Takeuchi; Yoshio Takane
Название: Projection Matrices, Generalized Inverse Matrices, and Singular Value Decomposition
ISBN: 1461428599 ISBN-13(EAN): 9781461428596
Издательство: Springer
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Цена: 102480.00 T
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Описание: This valuable reference on projectors, generalized inverses, and SVD covers concepts numerous cutting-edge concepts and provides systematic and in-depth accounts of these ideas from the viewpoint of linear transformations of finite dimensional vector spaces.

Автор: Kollo Tonu
Название: Multivariate Statistics: Theory And Applications - Proceedings Of The Ix Tartu Conference On Multivariate Statistics And Xx International Workshop On Matrices And Statistics
ISBN: 9814449393 ISBN-13(EAN): 9789814449397
Издательство: World Scientific Publishing
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Цена: 111930.00 T
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Описание: The book aims to present a wide range of the newest results on multivariate statistical models, distribution theory and applications of multivariate statistical methods. A paper on Pearson-Kotz-Dirichlet distributions by Professor N Balakrishnan contains main results of the Samuel Kotz Memorial Lecture. Extensions of linear models to multivariate exponential dispersion models and Growth Curve models are presented, and several papers on classification methods are included. Applications range from insurance mathematics to medical and industrial statistics and sampling algorithms.

Автор: Blower, Gordon
Название: Random matrices: high dimensional phenomena
ISBN: 0521133122 ISBN-13(EAN): 9780521133128
Издательство: Cambridge Academ
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Цена: 67590.00 T
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Описание: An introduction to the behaviour of random matrices. Suitable for postgraduate students and non-experts.