... 9781108768900 Cambridge University Press 2021 This publication is in copyright . Subject to statutory exception and to the provisions of relevant collective licensing agreements , no reproduction of any part may take place without the ...

The focus is mainly on random matrices with real spectrum.The main guiding threads throughout the book are the Gaussian Ensembles. In particular, Wigner’s semicircle law is derived multiple times to illustrate several techniques (e.g.

A deep-dive into the heart of modern financial markets, the authors explore why and how people trade - and the consequences.

Both questions are difficult and challenging. In this text, the authors discuss the fundamental questions, some known results, many applications, mathematical properties, a variety of numerical techniques, as well as several open problems.

Address vector and matrix methods necessary in numerical methods and optimization of linear systems in engineering with this unified text.

This book focuses on the behaviour of large random matrices.

Six of the seven chapters of Act V can be read completely independently from the rest of the book.

A rigorous introduction to the basic theory of random matrices designed for graduate students with a background in probability theory.

Such massive data sets present a number of challenges to researchers in statistics and machine learning. This book provides a self-contained introduction to the area of high-dimensional statistics, aimed at the first-year graduate level.

This book will be an important reference for researchers in a variety of areas of mathematics and mathematical physics.