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＜電子ブック＞
Theory of Random Determinants / by V.L. Girko
(Mathematics and its Applications, Soviet Series ; 45)

版	1st ed. 1990.
出版者	(Dordrecht : Springer Netherlands : Imprint: Springer)
出版年	1990
本文言語	英語
大きさ	XXVI, 678 p : online resource
著者標目	*Girko, V.L author SpringerLink (Online service)
件　名	LCSH:Probabilities LCSH:Mathematical analysis LCSH:System theory LCSH:Control theory LCSH:Mathematical physics FREE:Probability Theory FREE:Analysis FREE:Complex Systems FREE:Systems Theory, Control FREE:Theoretical, Mathematical and Computational Physics
一般注記	1. Generalized Wishart Density and Integral Representation for Determinants -- 2. Moments of Random Matrix Determinants -- 3. Distribution of Eigenvalues and Eigenvectors of Random Matrices -- 4. Inequalities for Random Determinants -- 5. Limit Theorems for the Borel Functions of Independent Random Variables -- 6. Limit Theorems of the Law of Large Numbers and Central Limit Theorem Types for Random Determinants -- 7. Accompanying Infinitely Divisible Laws for Random Determinants -- 8. Integral Representation Method -- 9. The Connection between the Convergence of Random Determinants and the Convergence of Functionals of Random Functions -- 10. Limit Theorems for Random Gram Determinants -- 11. The Determinants of Toeplitz and Hankel Random Matrices -- 12. Limit Theorems for Determinants of Random Jacobi Matrices -- 13. The Fredholm Random Determinants -- 14. The Systems of Linear Algebraic Equations with Random Coefficients -- 15. Limit Theorems for the Solution of the Systems of Linear Algebraic Equations with Random Coefficients -- 16. Integral Equations with Random Degenerate Kernels -- 17. Random Determinants in the Spectral Theory of Non-Self-Adjoint Random Matrices -- 18. The Distribution of Eigenvalues and Eigenvectors of Additive Random Matrix-Valued Processes -- 19. The Stochastic Ljapunov Problem for Systems of Stationary Linear Differential Equations -- 20. Random Determinants in the Theory of Estimation of Parameters of Some Systems -- 21. Random Determinants in Some Problems of Control Theory of Stochastic Systems -- 22. Random Determinants in Some Linear Stochastic Programming Problems -- 23. Random Determinants in General Statistical Analysis -- 24. Estimate of the Solution of the Kolmogorov-Wiener Filter -- 25. Random Determinants in Pattern Recognition -- 26. Random Determinantsin the Experiment Design -- 27. Random Determinants in Physics -- 28. Random Determinants in Numerical Analysis -- References HTTP:URL=https://doi.org/10.1007/978-94-009-1858-0

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