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An Introduction to Wishart Matrix Moments (Paperback)
Loot Price: R2,019
Discovery Miles 20 190
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An Introduction to Wishart Matrix Moments (Paperback)
Series: Foundations and Trends (R) in Machine Learning
Expected to ship within 10 - 15 working days
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Total price: R2,039
Discovery Miles: 20 390
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Random matrix theory plays a central role in statistical physics,
computational mathematics and engineering sciences, including data
assimilation, signal processing, combinatorial optimization,
compressed sensing, econometrics and mathematical finance, among
numerous others. The mathematical foundations of the theory of
random matrices are technical, and mathematically difficult to
penetrate for non-experts, regular users and practitioners. This
book reviews and extends some important results in random matrix
theory in the specific context of real random Wishart matrices. To
overcome the complexity of the subject matter, the authors use a
lecture note style to make the material accessible to a wide
audience. This results in a comprehensive and self-contained
introduction to the analysis of Wishart matrix moments. This study
may act as an introduction to some particular aspects of random
matrix theory, or as a self-contained exposition of Wishart matrix
moments. All researchers and students requiring an accessible
introduction to the topic will find this book essential reading.
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