Patterned Random Matrices

List of contents

1. A unified framework
2. Common symmetric patterned matrices
3. Patterned XX matrices

4. k-Circulant matrices
5. Wigner type matrices
6. Balanced Toeplitz and Hankel matrices
7. Triangular matrices
8. Joint convergence of iid patterned matrices
9. Joint convergence of independent patterned matrices
10. Autocovariance matrix

Summary

This book focuses on the limit spectral distribution (LSD) of patterned random matrices and provides a comprehensive variety of LSD results. It is accessible to first or second years Master's students and uses very elementary techniques. It is suitable for a beginner in random matrices with some probability background.

Product details

• Authors: Arup Bose, Arup (Indian Statistical Institute Bose
• Publisher: Taylor & Francis Ltd.
• Languages: English
• Product format: Paperback / Softback
• Released: 18.12.2020
• EAN: 9780367734466
• ISBN: 978-0-367-73446-6
• No. of pages: 269
• Subjects: Natural sciences, medicine, IT, technology > Mathematics > Arithmetic, algebra; Algebra, MATHEMATICS / Probability & Statistics / General, MATHEMATICS / Algebra / General, MATHEMATICS / Probability & Statistics / Bayesian Analysis, Probability & statistics, Probability and statistics