Random Matrices and Iterated Random Functions, Gerold Alsmeyer; Matthias L?we

Автор: Duff I. S
Название: Direct Methods for Sparse Matrices
ISBN: 0198508387 ISBN-13(EAN): 9780198508380
Издательство: Oxford Academ
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Описание: The subject of sparse matrices has its root in such diverse fields as management science, power systems analysis, surveying, circuit theory, and structural analysis. Efficient use of sparsity is a key to solving large problems in many fields. This book provides both insight and answers for those attempting to solve these problems.

Автор: Bhatia Rajendra
Название: Positive Definite Matrices
ISBN: 0691168253 ISBN-13(EAN): 9780691168258
Издательство: Wiley
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Описание: This book represents the first synthesis of the considerable body of new research into positive definite matrices. These matrices play the same role in noncommutative analysis as positive real numbers do in classical analysis. They have theoretical and computational uses across a broad spectrum of disciplines, including calculus, electrical enginee

Автор: Gerold Alsmeyer; Matthias L?we
Название: Random Matrices and Iterated Random Functions
ISBN: 3642431224 ISBN-13(EAN): 9783642431227
Издательство: Springer
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Цена: 15372.00 р.
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Описание: ​Random Matrices are one of the major research areas in modern probability theory, due to their prominence in many different fields such as nuclear physics, statistics, telecommunication, free probability, non-commutative geometry, and dynamical systems. A great deal of recent work has focused on the study of spectra of large random matrices on the one hand and on iterated random functions, especially random difference equations, on the other. However, the methods applied in these two research areas are fairly dissimilar. Motivated by the idea that tools from one area could potentially also be helpful in the other, the volume editors have selected contributions that present results and methods from random matrix theory as well as from the theory of iterated random functions. This work resulted from a workshop that was held in Munster, Germany in 2011. The aim of the workshop was to bring together researchers from two fields of probability theory: random matrix theory and the theory of iterated random functions. Random matrices play fundamental, yet very different roles in the two fields. Accordingly, leading figures and young researchers gave talks on their field of interest that were also accessible to a broad audience.

Автор: Anderson, Greg W. Guionnet, Alice Zeitouni, Ofer
Название: Introduction to random matrices
ISBN: 0521194520 ISBN-13(EAN): 9780521194525
Издательство: Cambridge Academ
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Описание: The theory of random matrices plays an important role in many areas of pure mathematics. This rigorous introduction is specifically designed for graduate students in mathematics or related sciences, who have a background in probability theory but have not been exposed to advanced notions of functional analysis, algebra or geometry.

Автор: Blower, Gordon
Название: Random matrices: high dimensional phenomena
ISBN: 0521133122 ISBN-13(EAN): 9780521133128
Издательство: Cambridge Academ
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Описание: An introduction to the behaviour of random matrices. Suitable for postgraduate students and non-experts.

Автор: Albrecht B?ttcher; Israel Gohberg; P. Junghanns
Название: Toeplitz Matrices and Singular Integral Equations
ISBN: 3034894716 ISBN-13(EAN): 9783034894715
Издательство: Springer
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Цена: 6986.00 р.
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Автор: Aref Jeribi
Название: Spectral Theory and Applications of Linear Operators and Block Operator Matrices
ISBN: 3319372890 ISBN-13(EAN): 9783319372891
Издательство: Springer
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Цена: 15372.00 р.
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Описание: Examining recent mathematical developments in the study of Fredholm operators, spectral theory and block operator matrices, with a rigorous treatment of classical Riesz theory of polynomially-compact operators, this volume covers both abstract and applied developments in the study of spectral theory.

Автор: Zhidong Bai; Jack W. Silverstein
Название: Spectral Analysis of Large Dimensional Random Matrices
ISBN: 1461425921 ISBN-13(EAN): 9781461425922
Издательство: Springer
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Описание: This book introduces basic concepts, main results and widely-applied mathematical tools in the spectral analysis of large dimensional random matrices. This updated edition includes two new chapters and summaries from the field of random matrix theory.

Автор: Claude Dellacherie; Servet Martinez; Jaime San Mar
Название: Inverse M-Matrices and Ultrametric Matrices
ISBN: 3319102974 ISBN-13(EAN): 9783319102979
Издательство: Springer
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Описание: The study of M-matrices, their inverses and discrete potential theory is now a well-established part of linear algebra and the theory of Markov chains.

Автор: Ravindra B. Bapat; Steve J. Kirkland; K. Manjunath
Название: Combinatorial Matrix Theory and Generalized Inverses of Matrices
ISBN: 813221725X ISBN-13(EAN): 9788132217251
Издательство: Springer
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Описание: This book examines two important contemporary areas in linear algebra, namely combinatorial matrix theory and generalized inverses. It covers a wide range of topics of interest such as graph theory, linear algebra, numerical methods and statistical inference.

Автор: G. Heinig; Rost
Название: Algebraic Methods for Toeplitz-like Matrices and Operators
ISBN: 3034862431 ISBN-13(EAN): 9783034862431
Издательство: Springer
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Автор: James A. Mingo; Roland Speicher
Название: Free Probability and Random Matrices
ISBN: 1493969412 ISBN-13(EAN): 9781493969418
Издательство: Springer
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Описание: 1. Asymptotic Freeness of Gaussian Random Matrices.- 2. The Free Central Limit Theorem and Free Cumulants.- 3. Free Harmonic Analysis.- 4. Asymptotic Freeness.- 5. Second Order Freeness.- 6. Free Group Factors and Freeness.- 7. Free Entropy X-the Microstates Approach via Large Deviations.- Free Entropy X*-the Non-Microstates Approach via Free Fisher Information.- 9. Operator-Valued Free Probability Theory and Block Random Matrices.- 10. Polynomials in Free Variables and Operator-Valued Convolution.- 11. Brown Measure.- Solutions to Exercises.- References.- Index of Exercises.