Random Matrices and Non-Commutative Probability

ISBN-13: 9780367700812 / Angielski / Twarda / 2021 / 264 str.

Arup Bose

Opis

Free Probability/Non-commutative Probability has gained much attentionsignificant advances have been made since its initiation in the 1990’s. Though it started as a branch of Mathematics, it has found significant applications in statistics, wireless communication etc, particularly through deep and interesting connections with Random Matrix Theory.

O autorze

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, M_m-Estimators and Resampling (with Snigdhansu Chatterjee) and Random Circulant Matrices (with Koushik Saha).