《大維隨機矩陣的譜分析(英文版)》:The aim of the book is to introduce basic concepts, main results, and widely applied mathematical tools in the spectral analysis of large dimensional random matrices. In it we will introduce many of the fundamental results, such as the semicircular law of Wigner matrices, the Marchenko-Pastur law, the limiting spectral distribution of the multivariate F matrix, limits of extremal eigenvalues, spectrum separation theorems, convergence rates of empirical spectral distributions, central limit theorems of linear spectral statistics and the partial solution of the famous circular law. While deriving the main results, the book will simultaneously emphasize the ideas and methodologies of the fundamental mathematical tools, among them being: truncation techniques, matrix transformations, moment convergence theorems, and the Stieltjes transform. Thus, its treatment is especially fitting to the needs of mathematics and statistic graduate students, and beginning researchers, who can learn the basic methodologies and ideas to solve problems in this area.
發表於2024-11-27
大維隨機矩陣的譜分析 2024 pdf epub mobi 電子書 下載
圖書標籤: Stochastics Statistics Mathematics Finance
高維統計分析概率角度的經典之作
評分高維統計分析概率角度的經典之作
評分高維統計分析概率角度的經典之作
評分高維統計分析概率角度的經典之作
評分高維統計分析概率角度的經典之作
大維隨機矩陣的譜分析 2024 pdf epub mobi 電子書 下載