Useful in physics, economics, psychology and other fields, random matrices play an important role in the study of multivariate statistical methods. This work gathers and systematically presents developments in continuous matrix variate distribution theory. It features a review of the basic mathematics background needed and includes results. There are problem sets in each chapter.
Useful in physics, economics, psychology and other fields, random matrices play an important role in the study of multivariate statistical methods. Th...