Buy it now
Buying options
Tax calculation will be finalised at checkout
Other ways to access
This is a preview of subscription content, log in via an institution to check for access.
Table of contents (59 chapters)
About this book
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 Spectral Theory of Random Matrices, published by Nauka Science, Moscow.
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 Theory of Stochastic Canonical Equations discusses the key canonical equations in advanced random matrix analysis. Volume II turns its attention to a broad discussion of some concrete examples of matrices. It contains in-depth discussion of modern, highly-specialized topics in matrix analysis, such as unitary random matrices and Jacoby random matrices.
The book is intended for a variety of readers: students, engineers, statisticians, economists and others.
Authors and Affiliations
-
Michigan State University, East Lansing, USA
Vyacheslav L. Girko
About the author
Bibliographic Information
Book Title: Theory of Stochastic Canonical Equations
Book Subtitle: Volumes I and II
Authors: Vyacheslav L. Girko
Series Title: Mathematics and Its Applications
DOI: https://doi.org/10.1007/978-94-010-0989-8
Publisher: Springer Dordrecht
-
eBook Packages: Springer Book Archive
Copyright Information: Springer Science+Business Media New York 2001
Hardcover ISBN: 978-1-4020-0075-1Published: 31 October 2001
Softcover ISBN: 978-94-010-3882-9Published: 09 March 2012
eBook ISBN: 978-94-010-0989-8Published: 06 December 2012
Edition Number: 1
Number of Pages: XLVIII, 960
Topics: Probability Theory and Stochastic Processes, Statistics for Business, Management, Economics, Finance, Insurance, Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences
Industry Sectors: Aerospace, Biotechnology, Consumer Packaged Goods, Electronics, Energy, Utilities & Environment, Finance, Business & Banking, IT & Software, Pharma, Telecommunications