£108.00

CRC Press Random Matrices and Non-Commutative Probability

Price data last checked 42 day(s) ago - refreshing...

View at Amazon

We'll watch every seller, every day. One email when your price arrives.

It has never been this cheap. We have no record of a lower price.

£108 today · cheaper than every other day in the last 3 months

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey
↓ Forecast
where the price is heading next
↓ Statistics
all-time high & low, recent range
↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 49 days · 49 data points (no recent data)

Historical
Generating forecast…
£149.54 £103.85 £113.82 £123.79 £133.75 £143.72 £153.69 26 April 2026 08 May 2026 20 May 2026 01 June 2026 13 June 2026

Price Distribution

Price distribution over 49 days • 2 price levels

Days at Price
Current Price
42 days · current 7 days 0 11 21 32 42 £108 £150 Days at Price

Price Analysis

Most common price: £108 (42 days, 85.7%)

Price range: £108 - £150

Price levels: 2 different prices over 49 days

Description

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 book assumes almost no prerequisite for the most part. However, familiarity with the basic convergence concepts in probability and a bit of mathematical maturity will be helpful. Combinatorial properties of non-crossing partitions, including the Möbius function play a central role in introducing free probability. Free independence is defined via free cumulants in analogy with the way classical independence can be defined via classical cumulants. Free cumulants are introduced through the Möbius function. Free product probability spaces are constructed using free cumulants. Marginal and joint tracial convergence of large dimensional random matrices such as the Wigner, elliptic, sample covariance, cross-covariance, Toeplitz, Circulant and Hankel are discussed. Convergence of the empirical spectral distribution is discussed for symmetric matrices. Asymptotic freeness results for random matrices, including some recent ones, are discussed in detail. These clarify the structure of the limits for joint convergence of random matrices. Asymptotic freeness of independent sample covariance matrices is also demonstrated via embedding into Wigner matrices. Exercises, at advanced undergraduate and graduate level, are provided in each chapter.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
27 October 2021
Listed Since
16 April 2021

Barcode

No barcode data available

Similar Products You Might Like

Spectral Analysis of Large Dimensional Random Matrices (Springer Series in Statistics)
97% match

Spectral Analysis of Large Dimensional Random Matrices (Springer Series in Statistics)

Springer

£179.00 18 Jul 2026
Patterned Random Matrices
96% match

Patterned Random Matrices

Chapman and Hall/CRC

£94.90 07 Jul 2026
An Introduction to Statistical Analysis of Random Arrays
96% match

An Introduction to Statistical Analysis of Random Arrays

De Gruyter

£127.26 16 Jun 2026
Free Probability and Random Matrices: 35 (Fields Institute Monographs, 35)
96% match

Free Probability and Random Matrices: 35 (Fields Institute Monographs, 35)

Springer

£119.99 14 Jun 2026
Free Probability and Random Matrices: 35 (Fields Institute Monographs, 35)
96% match

Free Probability and Random Matrices: 35 (Fields Institute Monographs, 35)

Springer

£119.99 13 Jun 2026
Probability Measures on Groups X (NATO Asi Series B. Physics; 277)
96% match

Probability Measures on Groups X (NATO Asi Series B. Physics; 277)

Springer

£42.49 08 May 2026
Stochastic Processes: Harmonizable Theory: 12 (Series On Multivariate Analysis)
96% match

Stochastic Processes: Harmonizable Theory: 12 (Series On Multivariate Analysis)

World Scientific Publishing Company

£64.66 05 May 2026
Random Matrix Theory, Interacting Particle Systems, and Integrable Systems: 65 (Mathematical Sciences Research Institute Publications, Series Number 65)
96% match

Random Matrix Theory, Interacting Particle Systems, and Integrable Systems: 65 (Mathematical Sciences Research Institute Publications, Series Number 65)

Cambridge University Press

£92.19 13 Jul 2026
Probability Measures on Groups X
96% match

Probability Measures on Groups X

Springer

£138.60 07 May 2026
Intermediate Probability: A Computational Approach
96% match

Intermediate Probability: A Computational Approach

Wiley

£112.98 18 Jun 2026
Springer - Probability on Compact Lie Groups (Math Book 70)
96% match

Springer - Probability on Compact Lie Groups (Math Book 70)

Springer

£57.06 04 May 2026
Stochastic Processes and Random Matrices: Lecture Notes of the Les Houches Summer School: Volume 104, July 2015
96% match

Stochastic Processes and Random Matrices: Lecture Notes of the Les Houches Summer School: Volume 104, July 2015

Oxford University Press

£65.70 08 Jul 2026
Topics in Random Matrix Theory (Graduate Studies in Mathematics)
96% match

Topics in Random Matrix Theory (Graduate Studies in Mathematics)

£58.00 13 Jun 2026
The Semicircle Law, Free Random Variables and Entropy (Mathematical Surveys & Monographs)
96% match

The Semicircle Law, Free Random Variables and Entropy (Mathematical Surveys & Monographs)

£88.18 06 Jul 2026
Stochastic Analysis for Gaussian Random Processes and Fields: With Applications (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)
96% match

Stochastic Analysis for Gaussian Random Processes and Fields: With Applications (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)

CRC Press

£85.00 09 Jul 2026
Superconcentration and Related Topics (Springer Monographs in Mathematics)
95% match

Superconcentration and Related Topics (Springer Monographs in Mathematics)

Springer

£73.03 02 Jul 2026
Correlated Random Systems: Five Different Methods: CIRM Jean-MorletChair, Spring 2013: 2143 (Lecture Notes in Mathematics, 2143)
95% match

Correlated Random Systems: Five Different Methods: CIRM Jean-MorletChair, Spring 2013: 2143 (Lecture Notes in Mathematics, 2143)

Springer

£37.81 14 Jul 2026
A First Course in Random Matrix Theory: for Physicists, Engineers and Data Scientists
95% match

A First Course in Random Matrix Theory: for Physicists, Engineers and Data Scientists

Cambridge University Press

£55.00 13 Jun 2026
Theory of Stochastic Objects: Probability, Stochastic Processes and Inference (Chapman & Hall/CRC Texts in Statistical Science)
95% match

Theory of Stochastic Objects: Probability, Stochastic Processes and Inference (Chapman & Hall/CRC Texts in Statistical Science)

CRC Press

£72.37 06 Jul 2026
Introduction to Random Matrices: Theory and Practice: 26 (SpringerBriefs in Mathematical Physics, 26)
95% match

Introduction to Random Matrices: Theory and Practice: 26 (SpringerBriefs in Mathematical Physics, 26)

Springer

£57.08 13 Jul 2026
Measure-Valued Branching Markov Processes: 103 (Probability Theory and Stochastic Modelling, 103)
95% match

Measure-Valued Branching Markov Processes: 103 (Probability Theory and Stochastic Modelling, 103)

Springer

£96.17 15 Jul 2026
Simulation of Stochastic Processes with Given Accuracy and Reliability
95% match

Simulation of Stochastic Processes with Given Accuracy and Reliability

Elsevier

£135.09 23 Jun 2026
Essentials of Brownian Motion and Diffusion (Mathematical Surveys and Monographs)
95% match

Essentials of Brownian Motion and Diffusion (Mathematical Surveys and Monographs)

£69.95 03 Jul 2026
95% match

Traffic Distributions and Independence: Permutation Invariant Random Matrices and the Three Notions of Independence (Memoirs of the American Mathematical Society)

£79.50 08 Jul 2026