Random Matrices and Non-Commutative Probability
Language: English
Published by Chapman and Hall/CRC 2021-10-27, 2021
- Hardcover
- New
Seller: Chiron Media, Wallingford, United KingdomChiron Media
AbeBooks seller since August 2, 2010
Condition: New
£ 172.88
Quantity: 5 available
Add to basketSeller Inventory # 6666-TNFPD-9780367700812
- Title
- Random Matrices and Non-Commutative Probability
- Author
- Arup Bose
- Publisher
- Chapman and Hall/CRC 2021-10-27
- Publication year
- 2021
- Condition
- New
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 0367700816
- ISBN 13
- 9780367700812
This is an introductory book on Non-Commutative Probability or Free Probability and Large Dimensional Random Matrices. Basic concepts of free probability are introduced by analogy with classical probability in a lucid and quick manner. It then develops the results on the convergence of large dimensional random matrices, with a special focus on the interesting connections to free probability. The book assumes almost no prerequisite for the most part. However, familiarity with the basic convergence concepts in probability and a bit of mathematical maturity will be helpful.
- Combinatorial properties of non-crossing partitions, including the Möbius function play a central role in introducing free probability.
- Free independence is defined via free cumulants in analogy with the way classical independence can be defined via classical cumulants.
- Free cumulants are introduced through the Möbius function.
- Free product probability spaces are constructed using free cumulants.
- Marginal and joint tracial convergence of large dimensional random matrices such as the Wigner, elliptic, sample covariance, cross-covariance, Toeplitz, Circulant and Hankel are discussed.
- Convergence of the empirical spectral distribution is discussed for symmetric matrices.
- Asymptotic freeness results for random matrices, including some recent ones, are discussed in detail. These clarify the structure of the limits for joint convergence of random matrices.
- Asymptotic freeness of independent sample covariance matrices is also demonstrated via embedding into Wigner matrices.
- Exercises, at advanced undergraduate and graduate level, are provided in each chapter.
"Synopsis" may belong to another edition of this title.
About the Author
Arup Bose is on the faculty of the Theoretical Statistics and Mathematics Unit, Indian Statistical Institute, Kolkata, India. He has research contributions in statistics, probability, economics and econometrics. He is a Fellow of the Institute of Mathematical Statistics (USA), and of all three national science academies of India. He is a recipient of the S.S. Bhatnagar Prize and the C.R. Rao Award and holds a J.C.Bose National Fellowship. He has been on the editorial board of several journals. He has authored four books: Patterned Random Matrices, Large Covariance and Autocovariance Matrices (with Monika Bhattacharjee), U-Statistics, Mm-Estimators and Resampling (with Snigdhansu Chatterjee) and Random Circulant Matrices (with Koushik Saha).
"About the title" may belong to another edition of this title.
Chiron Media
Wallingford, United Kingdom
AbeBooks seller since August 2, 2010
Shipping rates from United Kingdom to U.S.A.
| Item | 14 to 21 business days | 14 to 21 business days |
|---|---|---|
| First item | £ 15.49 | £ 15.49 |
Payment methods
Seller's business information
WRAP Ltd
Unit 4, 119 Loverock Rd
Reading, United Kingdom RG30 1DZ
Terms of sale
TBA
Right of withdrawal
If you are a consumer you can withdraw from the contract in accordance with the following. Consumer means any natural person who is acting for purposes which are outside his trade, business, craft or profession.
Information regarding the right of withdrawal
Statutory right to withdraw
You have the right to withdraw from this contract within 14 days without giving any reason.
The withdrawal period will expire after 14 days from the day on which you acquire, or a third party other than the carrier and indicated by you acquires, physical possession of the last good or the last lot or piece.
To exercise the right of withdrawal, electronically fill in and submit a clear statement on our website, under "My Purchases" in "My Account". We will communicate to you an acknowledgement of receipt of such a withdrawal on a durable medium (e.g. by e-mail) without delay.
To meet the withdrawal deadline, it is sufficient for you to send your communication concerning your exercise of the right of withdrawal before the withdrawal period has expired.
Effects of withdrawal
If you withdraw from this contract, we will reimburse to you all payments received from you, including the costs of delivery (except for the supplementary costs arising if you chose a type of delivery other than the least expensive type of standard delivery offered by us).
We may make a deduction from the reimbursement for loss in value of any goods supplied, if the loss is the result of unnecessary handling by you.
We will make the reimbursement without undue delay, and not later than 14 days after the day on which we are informed about your decision to withdraw from this contract.
We will make the reimbursement using the same means of payment as you used for the initial transaction, unless you have expressly agreed otherwise; in any event, you will not incur any fees as a result of such reimbursement.
We may withhold reimbursement until we have received the goods back, or you have supplied evidence of having sent back the goods, whichever is the earliest.
You shall send back the goods or hand them over to Chiron Media, Wallingford, United Kingdom, without undue delay and in any event not later than 14 days from the day on which you communicate your withdrawal from this contract to us. The deadline is met if you send back the goods before the period of 14 days has expired. You will have to bear the direct cost of returning the goods. You are only liable for any diminished value of the goods resulting from the handling other than what is necessary to establish the nature, characteristics and functioning of the goods.
Exceptions to the right of withdrawal
The right of withdrawal does not apply to:
- The delivery of newspapers, journals or magazines with the exception of subscription contracts; and
- The supply of digital content which is not supplied on a tangible medium (e.g. on a CD or DVD) if you accepted when you placed your order that we could start to deliver it, and that you could not withdraw once delivery had started.
Shipping terms
Shipping costs are based on books weighing 2.2 LB, or 1 KG. If your book order is heavy or oversized, we may contact you to let you know extra shipping is required.