Dekorationsartikel gehören nicht zum Leistungsumfang.
Sprache:
Englisch
75,50 €*
Versandkostenfrei per Post / DHL
Aktuell nicht verfügbar
Kategorien:
Beschreibung
An intuitive, up-to-date introduction to random matrix theory and free calculus, with real world illustrations and Big Data applications.
An intuitive, up-to-date introduction to random matrix theory and free calculus, with real world illustrations and Big Data applications.
Über den Autor
Marc Potters is Chief Investment Officer of CFM, an investment firm based in Paris. Marc maintains strong links with academia and as an expert in Random Matrix Theory, he has taught at UCLA and Sorbonne University. He is co-author of Theory of Financial Risk and Derivative Pricing (Cambridge 2003).
Inhaltsverzeichnis
Preface; Part I. Classical Random Matrix Theory: 1. Deterministic Matrices; 2. Wigner Ensemble and Semi-circle Law; 3. More on Gaussian Matrices; 4. Wishart Ensemble and Marcenko-Pastur Distribution; 5. Joint Distribution of Eigenvalues; 7. The Jacobi Ensemble; Part II. Sums and Products of Random Matrices: 8. Addition of Random Variables and Brownian Motion; 9. Dyson Brownian Motion; 10. Addition of Large Random Matrices; 11. Free Probabilities; 12. Free Random Matrices; 13. The Replica Method; 14. Edge Eigenvalues and Outliers; Part III. Applications: 15. Addition and Multiplication: Recipes and Examples; 16. Products of Many Random Matrices; 17. Sample Covariance Matrices; 18. Bayesian Estimation; 19. Eigenvector Overlaps and Rotationally Invariant Estimators; 20. Applications to Finance; Appendix A. Appendices: Mathematical Tools; List of Symbols; Index.
Details
| Erscheinungsjahr: | 2021 |
|---|---|
| Genre: | Importe, Informatik |
| Rubrik: | Naturwissenschaften & Technik |
| Medium: | Buch |
| Inhalt: | Gebunden |
| ISBN-13: | 9781108488082 |
| ISBN-10: | 1108488080 |
| Sprache: | Englisch |
| Einband: | Gebunden |
| Autor: |
Potters, Marc
Bouchaud, Jean-Philippe |
| Hersteller: | Cambridge University Press |
| Verantwortliche Person für die EU: | preigu, Ansas Meyer, Lengericher Landstr. 19, D-49078 Osnabrück, mail@preigu.de |
| Maße: | 253 x 180 x 27 mm |
| Von/Mit: | Marc Potters (u. a.) |
| Erscheinungsdatum: | 07.01.2021 |
| Gewicht: | 0,787 kg |
Über den Autor
Marc Potters is Chief Investment Officer of CFM, an investment firm based in Paris. Marc maintains strong links with academia and as an expert in Random Matrix Theory, he has taught at UCLA and Sorbonne University. He is co-author of Theory of Financial Risk and Derivative Pricing (Cambridge 2003).
Inhaltsverzeichnis
Preface; Part I. Classical Random Matrix Theory: 1. Deterministic Matrices; 2. Wigner Ensemble and Semi-circle Law; 3. More on Gaussian Matrices; 4. Wishart Ensemble and Marcenko-Pastur Distribution; 5. Joint Distribution of Eigenvalues; 7. The Jacobi Ensemble; Part II. Sums and Products of Random Matrices: 8. Addition of Random Variables and Brownian Motion; 9. Dyson Brownian Motion; 10. Addition of Large Random Matrices; 11. Free Probabilities; 12. Free Random Matrices; 13. The Replica Method; 14. Edge Eigenvalues and Outliers; Part III. Applications: 15. Addition and Multiplication: Recipes and Examples; 16. Products of Many Random Matrices; 17. Sample Covariance Matrices; 18. Bayesian Estimation; 19. Eigenvector Overlaps and Rotationally Invariant Estimators; 20. Applications to Finance; Appendix A. Appendices: Mathematical Tools; List of Symbols; Index.
Details
| Erscheinungsjahr: | 2021 |
|---|---|
| Genre: | Importe, Informatik |
| Rubrik: | Naturwissenschaften & Technik |
| Medium: | Buch |
| Inhalt: | Gebunden |
| ISBN-13: | 9781108488082 |
| ISBN-10: | 1108488080 |
| Sprache: | Englisch |
| Einband: | Gebunden |
| Autor: |
Potters, Marc
Bouchaud, Jean-Philippe |
| Hersteller: | Cambridge University Press |
| Verantwortliche Person für die EU: | preigu, Ansas Meyer, Lengericher Landstr. 19, D-49078 Osnabrück, mail@preigu.de |
| Maße: | 253 x 180 x 27 mm |
| Von/Mit: | Marc Potters (u. a.) |
| Erscheinungsdatum: | 07.01.2021 |
| Gewicht: | 0,787 kg |
Sicherheitshinweis
Ähnliche Produkte
Taschenbuch
Buch
Taschenbuch
Taschenbuch
Taschenbuch
Lieferzeit 1-2 Wochen
Taschenbuch
