Name: Random Circulant Matrices (en Inglés)
Price: 260.03 USD
Availability: InStock
Author: Bose, Arup ; Saha, Koushik
ISBN: 9781138351097

portada Random Circulant Matrices (en Inglés)

Formato

Libro Físico

Autor

Arup Bose

Koushik Saha

Editorial

CRC Press

Año

2018

Idioma

Inglés

N° páginas

192

Encuadernación

Tapa Dura

ISBN13

9781138351097

N° edición

Categorías

Álgebra
Inferencia bayesiana

Random Circulant Matrices (en Inglés)

Arup Bose (Autor) · Koushik Saha (Autor) · CRC Press · Tapa Dura

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Reseña del libro "Random Circulant Matrices (en Inglés)"

Circulant matrices have been around for a long time and have been extensively used in many scientific areas. This book studies the properties of the eigenvalues for various types of circulant matrices, such as the usual circulant, the reverse circulant, and the k-circulant when the dimension of the matrices grow and the entries are random. In particular, the behavior of the spectral distribution, of the spectral radius and of the appropriate point processes are developed systematically using the method of moments and the various powerful normal approximation results. This behavior varies according as the entries are independent, are from a linear process, and are light- or heavy-tailed. Arup Bose obtained his B.Stat., M.Stat. and Ph.D. degrees from the Indian Statistical Institute. He has been on its faculty at the Theoretical Statistics and Mathematics Unit, Kolkata, India since 1991. He is a Fellow of the Institute of Mathematical Statistics, 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. He is the author of three books: Patterned Random Matrices, Large Covariance and Autocovariance Matrices (with Monika Bhattacharjee) and U-Statistics, M_m-Estimators and Resampling (with Snigdhansu Chatterjee). Koushik Saha obtained a B.Sc. in Mathematics from Ramakrishna Mission Vidyamandiara, Belur and an M.Sc. in Mathematics from Indian Institute of Technology Bombay. He obtained his Ph.D. degree from the Indian Statistical Institute under the supervision of Arup Bose. His thesis on circulant matrices received high praise from the reviewers. He has been on the faculty of the Department of Mathematics, Indian Institute of Technology Bombay since 2014.