東華大學圖書館 |

Language: English

Help

回圖書館首頁

手機版館藏查詢

Back

Switch To: Labeled | MARC Mode | ISBD

A first course in random matrix theo...

Potters, Marc, (1969-)

Linked to FindBook

Google Book

Amazon

博客來

A first course in random matrix theory : = for physicists, engineers and data scientists /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	A first course in random matrix theory :/ Marc Potters, Jean-Philippe Bouchaud.
Reminder of title:	for physicists, engineers and data scientists /
Author:	Potters, Marc,
other author:	Bouchaud, Jean-Philippe,
Published:	Cambridge, United Kingdom ;Cambridge University Press, : 2021.,
Description:	xx, 350 p. :ill. ;25 cm.
[NT 15003449]:	Determine matrices -- Wigner ensemble and semi-circle law -- More on Gaussian matrices -- Wishart ensemble and Marcenko-Pastur distribution -- Joint distribution of eigenvalues -- Eigenvalues and Orthogonal polynomials -- The Jacobi ensemble -- Addition of random variables & Brownian motion -- Dyson Brownian motion -- Addition of large random matrices -- Free probabilities -- Free random matrices -- The replica method -- Edge eigenvalues and outliers -- Addition and multiplication : recipes and examples -- Products of many random matrices -- Sample covariance matrices -- Bayesian estimation -- Eigenvector overlaps and rotationally invariant estimators -- Applications to finance.
Subject:	Random matrices. -
ISBN:	9781108488082

A first course in random matrix theory : = for physicists, engineers and data scientists /
Potters, Marc,1969-

A first course in random matrix theory :for physicists, engineers and data scientists /Marc Potters, Jean-Philippe Bouchaud. - Cambridge, United Kingdom ;Cambridge University Press,2021. - xx, 350 p. :ill. ;25 cm.

Includes bibliographical references and index.

Determine matrices -- Wigner ensemble and semi-circle law -- More on Gaussian matrices -- Wishart ensemble and Marcenko-Pastur distribution -- Joint distribution of eigenvalues -- Eigenvalues and Orthogonal polynomials -- The Jacobi ensemble -- Addition of random variables & Brownian motion -- Dyson Brownian motion -- Addition of large random matrices -- Free probabilities -- Free random matrices -- The replica method -- Edge eigenvalues and outliers -- Addition and multiplication : recipes and examples -- Products of many random matrices -- Sample covariance matrices -- Bayesian estimation -- Eigenvector overlaps and rotationally invariant estimators -- Applications to finance.

ISBN: 9781108488082GBP57.99

LCCN: 2020022793Subjects--Topical Terms:

646309
Random matrices.

LC Class. No.: QA196.5 / .P68 2021

Dewey Class. No.: 512.9/434

A first course in random matrix theory : = for physicists, engineers and data scientists /
LDR:01495cam a2200229 a 4500 001 2310552
003 OCoLC
005 20230921234958.0
008 230628s2021 enka b 001 0 eng
010 $a 2020022793
020 $a 9781108488082 $q (hbk.) : $c GBP57.99
020 $a 1108488080 $q (hbk.)
020 $z 9781108768900 $q (epub)
035 $a (OCoLC)1176322749
040 $a LBSOR/DLC $b eng $c DLC $d OCLCO $d OCLCF $d YDX $d UKMGB $d YDX $d OCLCO
042 $a pcc
050 0 0 $a QA196.5 $b .P68 2021
082 0 0 $a 512.9/434 $2 23
100 1 $a Potters, Marc, $d 1969- $e author. $3 3637501
245 1 2 $a A first course in random matrix theory : $b for physicists, engineers and data scientists / $c Marc Potters, Jean-Philippe Bouchaud.
260 # $a Cambridge, United Kingdom ; $a New York, NY : $b Cambridge University Press, $c 2021.
300 $a xx, 350 p. : $b ill. ; $c 25 cm.
504 $a Includes bibliographical references and index.
505 0 # $a Determine matrices -- Wigner ensemble and semi-circle law -- More on Gaussian matrices -- Wishart ensemble and Marcenko-Pastur distribution -- Joint distribution of eigenvalues -- Eigenvalues and Orthogonal polynomials -- The Jacobi ensemble -- Addition of random variables & Brownian motion -- Dyson Brownian motion -- Addition of large random matrices -- Free probabilities -- Free random matrices -- The replica method -- Edge eigenvalues and outliers -- Addition and multiplication : recipes and examples -- Products of many random matrices -- Sample covariance matrices -- Bayesian estimation -- Eigenvector overlaps and rotationally invariant estimators -- Applications to finance.
650 # 0 $a Random matrices. $3 646309
700 1 # $a Bouchaud, Jean-Philippe, $d 1962- $e author. $3 3637502