Patterned Random Matrices

ISBN-13: 9781138591462 / Angielski / Twarda / 2018 / 269 str.

Arup Bose

Opis

"This book focuses on the limit spectral distribution (LSD) of patterned random matrices and provides a comprehensive variety of LSD results. It is accessible to first or second years Master's students and uses very elementary techniques. It is suitable for a beginner in random matrices with some probability background"--

O autorze

Arup Bose is a Professor at the Indian Statistical Institute, Kolkata, India. He is a distinguished researcher in Mathematical Statistics and has been working in high-dimensional random matrices for the last fifteen years. He has been the Editor of Sankyhā for several years and has been on the editorial board of several other journals. He is a Fellow of the Institute of Mathematical Statistics, USA and all three national science academies of India, as well as the recipient of the S.S. Bhatnagar Award and the C.R. Rao Award. His forthcoming books are the monograph, Large Covariance and Autocovariance Matrices (with Monika Bhattacharjee), to be published by Chapman & Hall/CRC Press, and a graduate text, U-statistics, M-estimates and Resampling (with Snigdhansu Chatterjee), to be published by Hindustan Book Agency.