An Introduction to Wishart Matrix Moments

by Adrian N Bishop, Pierre Del Moral, Angele Niclas

Random matrix theory plays a central role in statistical physics, computational mathematics and engineering sciences, including data assimilation, signal processing, combinatorial optimization, compressed sensing, econometrics and mathematical finance, among numerous others. The mathematical foundations of the theory of random matrices are technical, and mathematically difficult to penetrate for non-experts, regular users and practitioners. This book...

• Format: Paperback
• Language: English
• ISBN: 1680835068
• ISBN13: 9781680835069
• Release Date: December 2018
• Publisher: Now Publishers
• Length: 134 Pages
• Weight: 0.44 lbs.
• Dimensions: 0.3" x 6.1" x 9.2"