This concise textbook, fashioned along the syllabus for master’s and Ph.D. programmes, covers basic results on discrete-time martingales and applications. It includes additional interesting and usef……続きを見る
Circulant matrices have been around for a long time and have been extensively used in many scientific areas. This book studies the properties of the eigenvalues for various types of circulant matric……続きを見る
Large Covariance and Autocovariance Matrices brings together a collection of recent results on sample covariance and autocovariance matrices in high-dimensional models and novel ideas on how to use ……続きを見る
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 ……続きを見る
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 pro……続きを見る
