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Log-Gases and Random Matrices (LMS-34)

such as beta ensembles and Jack polynomials. Peter Forrester presents an encyclopedic development of log-gases and random matrices viewed as;

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Adaptive Filtering

random variables, stochastic processes, vectors, matrices, determinants, discrete random signals, and probability distributions Explains how to;

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Adaptive Filtering

variables, stochastic processes, vectors, matrices, determinants, discrete random signals, and probability distributions Explains how to find the;

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Noncommutative Probability and Random Matrices at Saint Flour

Biane, Philippe: Non-commutative stochastic calculus.-Voiculescu, Dan-Virgil: Lectures on free probability.- Guionnet, Alice: Large random;

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Modern Aspects of Random Matrix Theory

The theory of random matrices is an amazingly rich topic in mathematics. Random matrices play a fundamental role in various areas such as;

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Random Matrices and Non-Commutative Probability

This is an introductory book on Non-Commutative Probability or Free Probability and Large Dimensional Random Matrices. Basic concepts;

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Random Matrices And Random Partitions

This book is aimed at graduate students and researchers who are interested in the probability limit theory of random matrices and random;

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Random Matrices: High Dimensional Phenomena

This book focuses on the behaviour of large random matrices. Standard results are covered, and the presentation emphasizes elementary;

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Asymptotics of Random Matrices and Related Models

this strategy in different settings: eigenvalues of random matrices, matrix models with one or several cuts, random tilings, and several;

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Traffic Distributions and Independence

for random matrices and then defines the traffic distribution of random matrices, which is richer than the $^*$-distribution of free;

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Random Matrices, Random Processes and Integrable Systems

the spectrum in random matrix ensembles, and may also be studied by related methods. Random Matrices, Random Processes and Integrable Systems;

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Spectral Theory Of Large Dimensional Random Matrices And Its Applications To Wireless Communications And Finance Statistics

The book contains three parts: Spectral theory of large dimensional random matrices; Applications to wireless communications; and;

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Patterned Random Matrices

Large dimensional random matrices (LDRM) with specific patterns arise in econometrics, computer science, mathematics, physics, and;

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Patterned Random Matrices

Large dimensional random matrices (LDRM) with specific patterns arise in econometrics, computer science, mathematics, physics, and;

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Free Probability and Random Matrices

relation of free probability to random matrices, but also touches upon the operator algebraic, combinatorial, and analytic aspects of the theory;

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Orthogonal Polynomials and Random Matrices

This volume expands on a set of lectures held at the Courant Institute on Riemann-Hilbert problems, orthogonal polynomials, and random;

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Large Covariance and Autocovariance Matrices

-dimensional time series), mathematics (random matrices and free probability) and computer science (wireless communication). Parts of it can be used;

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Large Covariance and Autocovariance Matrices

-dimensional time series), mathematics (random matrices and free probability) and computer science (wireless communication). Parts of it can be used;

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Bounds and Asymptotics for Orthogonal Polynomials for Varying Weights

limits and entropy integrals. Orthogonal polynomials associated with varying weights play a key role in analyzing random matrices and other;

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Probability The Classical Limit Theorems

and nonequilibrium statistical mechanics, communication over a noisy channel, and random matrices. Numerous examples and exercises enrich the;

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Probability: The Classical Limit Theorems

and nonequilibrium statistical mechanics, communication over a noisy channel, and random matrices. Numerous examples and exercises enrich the;

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Ranks of Elliptic Curves and Random Matrix Theory

interplay of number theory and random matrices. It begins with an introduction to elliptic curves and the fundamentals of modelling by a family;

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Spectral Analysis of Large Dimensional Random Matrices

dimensional random matrices. The core of the book focuses on results established under moment conditions on random variables using probabilistic;

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Random Circulant Matrices

the dimension of the matrices grow and the entries are random. In particular, the behavior of the spectral distribution, of the;

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Random Circulant Matrices

the dimension of the matrices grow and the entries are random. In particular, the behavior of the spectral distribution, of the spectral;

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A First Course in Random Matrix Theory

of Big Data and the required computing power to analyse them have rendered classical tools outdated and insufficient. Tools such as random matrix;

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Stochastic Processes and Random Matrices: Lecture Notes of the Les Houches Summer School

mechanics and the theory of random matrices, namely the fluctuations of the largest eigenvalue of certain ensembles of random matrices. This;

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