Patterned Random Matrices
English

About The Book

Large dimensional random matrices (LDRM) with specific patterns arise in econometrics computer science mathematics physics and statistics. This book provides an easy initiation to LDRM. Through a unified approach we investigate the existence and properties of the limiting spectral distribution (LSD) of different patterned random matrices as the dimension grows. The main ingredients are the method of moments and normal approximation with rudimentary combinatorics for support. Some elementary resu

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Details

ISBN 13
:
9780367734466
Publication Date
:
18-12-2020
Pages
:
292
Weight
:
418 grams
Dimensions
:
156x234x15.6 mm
Publisher

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