# Theory of Stochastic Canonical Equations

## Volumes I and II

Part of the Mathematics and Its Applications book series (MAIA, volume 535)

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Part of the Mathematics and Its Applications book series (MAIA, volume 535)

All fifty-nine canonical equations are derived and explored along with their applications in such diverse fields as probability and statistics, economics and finance, statistical physics, quantum mechanics, control theory, cryptography, and communications networks. Some of these equations were first published in Russian in 1988 in the book

An understanding of the structure of random eigenvalues and eigenvectors is central to random matrices and their applications. Random matrix analysis uses a broad spectrum of other parts of mathematics, linear algebra, geometry, analysis, statistical physics, combinatories, and so forth. In return, random matrix theory is one of the chief tools of modern statistics, to the extent that at times the interface between matrix analysis and statistics is notably blurred.

Volume I of

The book is intended for a variety of readers: students, engineers, statisticians, economists and others.

Estimator Variance linear algebra mathematics statistics

- DOI https://doi.org/10.1007/978-94-010-0989-8
- Copyright Information Springer Science+Business Media B.V. 2001
- Publisher Name Springer, Dordrecht
- eBook Packages Springer Book Archive
- Print ISBN 978-94-010-3882-9
- Online ISBN 978-94-010-0989-8
- Buy this book on publisher's site

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