A First Course in Random Matrix Theory
Language: English
Published by Cambridge University Press, GB, 2020
- Hardcover
- New
Seller: Rarewaves.com USA, London, London, United KingdomRarewaves.com USA
AbeBooks seller since June 11, 2025
Condition: New
£ 93.79
Quantity: Over 20 available
Add to basketItem description from seller
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 The recent emergence of Big Data and the required computing power to analyse them have rendered classical tools outdated and insufficient.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.
Seller Inventory # LU-9781108488082
- Title
- A First Course in Random Matrix Theory
- Author
- Marc Potters, Jean-Philippe Bouchaud
- Publisher
- Cambridge University Press, GB
- Publication year
- 2020
- Condition
- New
- Binding
- Hardback
- Language
- English
- ISBN 10
- 1108488080
- ISBN 13
- 9781108488082
- Item weight
- 820 grams
"Synopsis" may belong to another edition of this title.
About the Author
Jean-Philippe Bouchaud is a pioneer in Econophysics. His research includes random matrix theory, statistics of price formation, stock market fluctuations, and agent-based models for financial markets and macroeconomics. His previous books include Theory of Financial Risk and Derivative Pricing (Cambridge, 2003) and Trades, Quotes & Prices (Cambridge, 2018), and he has been the recipient of several prestigious, international awards.
"About the title" may belong to another edition of this title.
Rarewaves.com USA
London, London, United Kingdom
AbeBooks seller since June 11, 2025
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