An Introduction to Statistical Analysis of Random Arrays

Language: English

Published by De Gruyter, De Gruyter Dez 1998, 1998

3110354772 / 9783110354775

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This item is printed on demand - Print on Demand Titel. Neuware -Frontmatter -- CONTENTS -- List of basic notations and assumptions -- Preface and some historical remarks -- Chapter 1. Introduction to the theory of sample matrices of fixed dimension -- Chapter 2. Canonical equations -- Chapter 3. The First Law for the eigenvalues and eigenvectors of random symmetric matrices -- Chapter 4. The Second Law for the singular values and eigenvectors of random matrices. Inequalities for the spectral radius of large random matrices -- Chapter 5. The Third Law for the eigenvalues and eigenvectors of empirical covariance matrices -- Chapter 6. The first proof of the Strong Circular Law -- Chapter 7. Strong Law for normalized spectral functions of nonselfadjoint random matrices with independent row vectors and simple rigorous proof of the Strong Circular Law -- Chapter 8. Rigorous proof of the Strong Elliptic Law -- Chapter 9. The Circular and Uniform Laws for eigenvalues of random nonsymmetric complex matrices with independent entries -- Chapter 10. Strong V-Law for eigenvalues of nonsymmetric random matrices -- Chapter 11. Convergence rate of the expected spectral functions of symmetric random matrices is equal to 0(n-1/2) -- Chapter 12. Convergence rate of expected spectral functions of the sample covariance matrix m'(n) is equal to 0(n-1/2) under the condition m'n-1 cDe Gruyter Mouton, Genthiner Straße 13, 10785 Berlin 700 pp. Englisch.

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Title
An Introduction to Statistical Analysis of Random Arrays
Author
V. L. Girko
Publisher
De Gruyter, De Gruyter Dez 1998
Publication year
1998
Condition
Neu
Binding
Buch
Language
English
ISBN 10
3110354772
ISBN 13
9783110354775
Item weight
1,347 grams
Dimensions
246x175x43 mm

buchversandmimpf2000

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