A First Course in Random Matrix Theory: for Physicists, Engineers and Data Scientists
Language: English
Published by Cambridge University Press, 2020
- Hardcover
- Used
Seller: World of Books Inc, Montgomery, IL, U.S.A.World of Books Inc
AbeBooks seller since March 23, 2026
Condition: Used - Good
£ 55.98
Quantity: 1 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 The recent emergence of Big Data and the required computing power to analyse them have rendered classical tools outdated and insufficient.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 # CIN1108488080G
- Title
- A First Course in Random Matrix Theory: for Physicists, Engineers and Data Scientists
- Author
- Marc Potters
- Publisher
- Cambridge University Press
- Publication year
- 2020
- Condition
- Good
- Binding
- Hardback
- Language
- English
- ISBN 10
- 1108488080
- ISBN 13
- 9781108488082
"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.
World of Books Inc
Montgomery, IL, U.S.A.
AbeBooks seller since March 23, 2026
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| Item | 4 to 12 business days | 3 to 6 business days |
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| First item | £ 0.00 | £ 8.18 |
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Founded in 2002, World of Books is a leading online destination for buying and selling both preloved and new books, committed to making sustainable reading accessible to all. With a mission to help people read more and waste less, World of Books offers a huge range of affordable, high-quality books — giving both new and preloved titles a second life. The company also operates World of Books – Sell Your Books, an easy-to-use platform that allows customers to trade in unwanted books for cash, helping to keep books in circulation while promoting sustainability. As a Certified B Corp, World of Books is driven by a vision to become the world’s largest and most sustainable dedicated online bookstore. The company measures its success through the positive environmental impact it creates, the value it provides to customers, and its ability to operate profitably while supporting its sustainable mission …
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