Random Matrices and Non-Commutative Probability - Softcover

Bose, Arup

 
9780367705008: Random Matrices and Non-Commutative Probability

Inhaltsangabe

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.

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Über die Autorin bzw. den Autor

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).

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9780367700812: Random Matrices and Non-Commutative Probability

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ISBN 10:  0367700816 ISBN 13:  9780367700812
Verlag: Chapman and Hall/CRC, 2021
Hardcover