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Theory of Stochastic Canonical Equations : Volumes I and II / by V.L. Girko
(Mathematics and Its Applications ; 535)
版 | 1st ed. 2001. |
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出版者 | (Dordrecht : Springer Netherlands : Imprint: Springer) |
出版年 | 2001 |
本文言語 | 英語 |
大きさ | XLVIII, 960 p : online resource |
著者標目 | *Girko, V.L author SpringerLink (Online service) |
件 名 | LCSH:Probabilities LCSH:Statistics FREE:Probability Theory FREE:Statistics in Business, Management, Economics, Finance, Insurance FREE:Statistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences |
一般注記 | Theory of Stochastic Canonical Equations collects the major results of thirty years of the author's work in the creation of the theory of stochastic canonical equations. It is the first book to completely explore this theory and to provide the necessary tools for dealing with these equations. Included are limit phenomena of sequences of random matrices and the asymptotic properties of the eigenvalues of such matrices. The book is especially interesting since it gives readers a chance to study proofs written by the mathematician who discovered them. 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 HTTP:URL=https://doi.org/10.1007/978-94-010-0989-8 |
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電子ブック | 配架場所 | 資料種別 | 巻 次 | 請求記号 | 状 態 | 予約 | コメント | ISBN | 刷 年 | 利用注記 | 指定図書 | 登録番号 |
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電子ブック | オンライン | 電子ブック |
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Springer eBooks | 9789401009898 |
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電子リソース |
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EB00234446 |
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データ種別 | 電子ブック |
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分 類 | LCC:QA273.A1-274.9 DC23:519.2 |
書誌ID | 4000111133 |
ISBN | 9789401009898 |
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