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A First Course in Random Matrix Theory: for Physicists, Engineers and Data Scientists - Softcover

 
9781108488082: A First Course in Random Matrix Theory: for Physicists, Engineers and Data Scientists
  • PublisherCambridge University Press
  • Publication date2020
  • ISBN 10 1108488080
  • ISBN 13 9781108488082
  • BindingPaperback
  • LanguageEnglish
  • Number of pages372

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Hardcover. Condition: new. Hardcover. The real world is perceived and broken down as data, models and algorithms in the eyes of physicists and engineers. Data is noisy by nature and classical statistical tools have so far been successful in dealing with relatively smaller levels of randomness. The recent emergence of Big Data and the required computing power to analyse them have rendered classical tools outdated and insufficient. Tools such as random matrix theory and the study of large sample covariance matrices can efficiently process these big data sets and help make sense of modern, deep learning algorithms. Presenting an introductory calculus course for random matrices, the book focusses on modern concepts in matrix theory, generalising the standard concept of probabilistic independence to non-commuting random variables. Concretely worked out examples and applications to financial engineering and portfolio construction make this unique book an essential tool for physicists, engineers, data analysts, and economists. Classical statistical tools that handled real-life data have become inadequate upon the emergence of Big Data. Random matrix theory and free calculus introduced here present valuable solutions to the complex challenges posed by large datasets. Real world applications make it an essential tool for physicists, engineers, data analysts and economists. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9781108488082

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