£94.90

Chapman and Hall/CRC Patterned Random Matrices

Name: Patterned Random Matrices
Brand: Chapman and Hall/CRC
Price: 94.9 GBP
Availability: InStock

Algebra

Price History & Forecast

Last 40 days • 40 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 40 days • 1 price levels

Days at Price

Price Analysis

Most common price: £95 (40 days, 100.0%)

Price range: £95 - £95

Price levels: 1 different prices over 40 days

Description

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 ingredients are the method of moments and normal approximation with rudimentary combinatorics for support. Some elementary results from matrix theory are also used. By stretching the moment arguments, we also have a brush with the intriguing but difficult concepts of joint convergence of sequences of random matrices and its ramifications. This book covers the Wigner matrix, the sample covariance matrix, the Toeplitz matrix, the Hankel matrix, the sample autocovariance matrix and the k-Circulant matrices. Quick and simple proofs of their LSDs are provided and it is shown how the semi-circle law and the Marchenko-Pastur law arise as the LSDs of the first two matrices. Extending the basic approach, we also establish interesting limits for some triangular matrices, band matrices, balanced matrices, and the sample autocovariance matrix. We also study the joint convergence of several patterned matrices, and show that independent Wigner matrices converge jointly and are asymptotically free of other patterned matrices. Arup Bose is a Professor at the Indian Statistical Institute, Kolkata, India. He is a distinguished researcher in Mathematical Statistics and has been working in high-dimensional random matrices for the last fifteen years. He has been the Editor of Sankyhā for several years and has been on the editorial board of several other journals. He is a Fellow of the Institute of Mathematical Statistics, USA and all three national science academies of India, as well as the recipient of the S.S. Bhatnagar Award and the C.R. Rao Award. His forthcoming books are the monograph, Large Covariance and Autocovariance Matrices (with Monika Bhattacharjee), to be published by Chapman & Hall/CRC Press, and a graduate text, U-statistics, M-estimates and Resampling (with Snigdhansu Chatterjee), to be published by Hindustan Book Agency.

Product Specifications

Brand: Chapman and Hall/CRC
Format: Hardcover
ASIN: 1138591467
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Algebra
Domain: Amazon UK
Release Date: 04 June 2018
Listed Since: 18 April 2018

Barcode

No barcode data available

Chapman and Hall/CRC Patterned Random Matrices

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Large Covariance and Autocovariance Matrices (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)

Random Circulant Matrices

Large Covariance and Autocovariance Matrices (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)

Random Matrices and Non-Commutative Probability

An Introduction to Statistical Analysis of Random Arrays

Algebraic Methods in Statistics and Probability II (Contemporary Mathematics): Ams Special Session Algebraic Methods in Statistics and Probability, ... Illinois at Urbana-champaign, Champaign, Il

CRC Press Inhomogeneous Random Evolutions and Their Applications

Analysis and Approximation of Rare Events: Representations and Weak Convergence Methods: 94 (Probability Theory and Stochastic Modelling)

Lattice Point Identities and Shannon-Type Sampling (Chapman & Hall/CRC Monographs and Research Notes in Mathematics)

CRC Press Linear Models and Relevant Distributions Text

Independent Random Sampling Methods (Statistics and Computing)

Combinatorics and Random Matrix Theory (Graduate Studies in Mathematics)

Geometry and Martingales in Banach Spaces

Geometry and Martingales in Banach Spaces

Asymptotic Behaviour of Linearly Transformed Sums of Random Variables: 416 (Mathematics and Its Applications, 416)

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

Financial, Macro and Micro Econometrics Using R: Volume 42 (Handbook of Statistics, Volume 42)

CRC Press Markov Random Flights - Mathematics Research Note

Conceptual Econometrics Using R (Volume 41) (Handbook of Statistics, Volume 41)

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

Principles and Methods for Data Science: Volume 43 (Handbook of Statistics, Volume 43)

Randomized Algorithms for Matrices and Data (Foundations and Trends (R) in Machine Learning)

New Trends in Mathematical Physics: Selected contributions of the XVth International Congress on Mathematical Physics

Group Inverses of M-Matrices and Their Applications: 26 (Chapman & Hall/CRC Applied Mathematics & Nonlinear Science)