Theory of Stochastic Canonical Equations : Volumes I and II

V. L. Girko

ISBN 10: 1402000758 / ISBN 13: 9781402000751

Published by Springer Netherlands, Springer Netherlands, 2001

About this Item

Druck auf Anfrage Neuware - Printed after ordering - Theory of Stochastic Canonical Equations collects the major results of thirty years of the author's work in the creation of the theory of stochastic canonical equations. It is the first book to completely explore this theory and to provide the necessary tools for dealing with these equations. Included are limit phenomena of sequences of random matrices and the asymptotic properties of the eigenvalues of such matrices. The book is especially interesting since it gives readers a chance to study proofs written by the mathematician who discovered them. All fifty-nine canonical equations are derived and explored along with their applications in such diverse fields as probability and statistics, economics and finance, statistical physics, quantum mechanics, control theory, cryptography, and communications networks. Some of these equations were first published in Russian in 1988 in the book Spectral Theory of Random Matrices, published by Nauka Science, Moscow. An understanding of the structure of random eigenvalues and eigenvectors is central to random matrices and their applications. Random matrix analysis uses a broad spectrum of other parts of mathematics, linear algebra, geometry, analysis, statistical physics, combinatories, and so forth. In return, random matrix theory is one of the chief tools of modern statistics, to the extent that at times the interface between matrix analysis and statistics is notably blurred. Volume I of Theory of Stochastic Canonical Equations discusses the key canonical equations in advanced random matrix analysis. Volume II turns its attention to a broad discussion of some concrete examples of matrices. It contains in-depth discussion of modern, highly-specialized topics in matrix analysis, such as unitary random matrices and Jacoby random matrices. The book is intended for a variety of readers: students, engineers, statisticians, economists and others.

Seller Inventory # 9781402000751

Bibliographic Details

• Title: Theory of Stochastic Canonical Equations : Volumes I and II
• Publisher: Springer Netherlands, Springer Netherlands
• Publication Date: 2001
• Language: English
• ISBN 10: 1402000758
• ISBN 13: 9781402000751
• Binding: Buch
• Condition: Neu
• Dimensions: 241W x 160H x 66D millimeters 241 millimeters width by 160 millimeters height by 66 millimeters depth
• Weight: 1844 grams

About this title

Synopsis

This title collects the major results of 30 years of the author's work in the creation of the theory of stochastic canonical equations. It completely explores this theory and provides the necessary tools for dealing with these equations. Included are limit phenomena of sequences of random matrices and the asymptotic properties of the eigenvalues of such matrices. The book should prove especially interesting since it gives readers a chance to study proofs written by the mathematician who discovered them. All 59 canonical equations are derived and explored along with their applications in such diverse fields as probability and statistics, economics and finance, statistical physics, quantum mechanics, control theory, cryptography, and communications networks. Some of these equations were first published in Russian in 1988 in the book "Spectral Theory of Random Matrices", published by Nauka Science, Moscow. An understanding of the structure of random eigenvalues and eigenvectors is central to random matrices and their applications. Random matrix analysis uses a broad spectrum of other parts of mathematics, linear algebra, geometry, analysis, statistical physics, combinatories, and so forth. In return, random matrix theory is one of the chief tools of modern statistics, to the extent that at times the interface between matrix analysis and statistics is notably blurred. Volume I discusses the key canonical equations in advanced random matrix analysis. Volume II turns its attention to a broad discussion of some concrete examples of matrices. It contains in-depth discussion of modern, highly-specialized topics in matrix analysis, such as unitary random matrices and Jacoby randommatrices.

About the Author

Vyacheslav L. Girko is Professor of Mathematics in the Department of Applied Statistics at the National University of Kiev and the University of Kiev Mohyla Academy. He is also affiliated with the Institute of Mathematics, Ukrainian Academy of Sciences. His research interests include multivariate statistical analysis, discriminant analysis, experiment planning, identification and control of complex systems, statistical methods in physics, noise filtration, matrix analysis, and stochastic optimization. He has published widely in the areas of multidimensional statistical analysis and theory of random matrices.