Skip to main content Accessibility help
×
  1. Home
  2. Books
  3. A First Course in Random Matrix Theory
  • Cited by 78
      • Show more authors
      • You may already have access via personal or institutional login
    • Select format
    • Publisher:
      Cambridge University Press
      Publication date:
      November 2020
      December 2020
      ISBN:
      9781108768900
      9781108488082
      DOI:
      https://doi.org/10.1017/9781108768900
      Dimensions:
      (244 x 170 mm)
      Weight & Pages:
      0.82kg, 370 Pages
      Dimensions:
      Weight & Pages:
      • Subjects:
      Physics and Astronomy, Knowledge Management, Databases and Data Mining, Computer Science, Mathematical Methods
    You may already have access via personal or institutional login
    • Selected: Digital
    Add to cart View cart Buy from Cambridge.org
    Subjects:
    Physics and Astronomy, Knowledge Management, Databases and Data Mining, Computer Science, Mathematical Methods
    Information

    Book description

    The real world is perceived and broken down as data, models and algorithms in the eyes of physicists and engineers. Data is noisy by nature and classical statistical tools have so far been successful in dealing with relatively smaller levels of randomness. The recent emergence of Big Data and the required computing power to analyse them have rendered classical tools outdated and insufficient. Tools such as random matrix theory and the study of large sample covariance matrices can efficiently process these big data sets and help make sense of modern, deep learning algorithms. Presenting an introductory calculus course for random matrices, the book focusses on modern concepts in matrix theory, generalising the standard concept of probabilistic independence to non-commuting random variables. Concretely worked out examples and applications to financial engineering and portfolio construction make this unique book an essential tool for physicists, engineers, data analysts, and economists.

    Refine List

    Actions for selected content:

    Select all | Deselect all
    • View selected items
    • Export citations
    • Download PDF (zip)
    • Save to Kindle
    • Save to Dropbox
    • Save to Google Drive

    Save Search

    You can save your searches here and later view and run them again in "My saved searches".

    Please provide a title, maximum of 40 characters.
    Cancel
    ×

    Contents

    Contents

    Metrics

    Full text views

    Total number of HTML views: 0
    Total number of PDF views: 0 *
    Loading metrics...

    Book summary page views

    Total views: 0 *
    Loading metrics...

    * Views captured on Cambridge Core between #date#. This data will be updated every 24 hours.

    Usage data cannot currently be displayed.

    Accessibility standard: Unknown

    Why this information is here

    This section outlines the accessibility features of this content - including support for screen readers, full keyboard navigation and high-contrast display options. This may not be relevant for you.

    Accessibility Information

    Accessibility compliance for the PDF of this book is currently unknown and may be updated in the future.