Random Matrices and Non-Commutative Probability
Author:   Arup Bose (Indian Statistical Institute, Kolkata)
Publisher:   Taylor & Francis Ltd
ISBN:  

9780367700812


Pages:   286
Publication Date:   27 October 2021
Format:   Hardback
Availability:   In Print   Availability explained
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Random Matrices and Non-Commutative Probability


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Full Product Details

Author:   Arup Bose (Indian Statistical Institute, Kolkata)
Publisher:   Taylor & Francis Ltd
Imprint:   Chapman & Hall/CRC
Weight:   0.535kg
ISBN:  

9780367700812


ISBN 10:   0367700816
Pages:   286
Publication Date:   27 October 2021
Audience:   College/higher education ,  General/trade ,  Tertiary & Higher Education ,  General
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

Table of Contents

Classical independence, moments and cumulants. 2. Non-commutative probability. 3. Free independence. 4. Convergence. 5. Transforms. 6. C* -probability space. 7. Random matrices. 8. Convergence of some important matrices. 9. Joint convergence I: single pattern. 10. Joint convergence II: multiple patterns. 11. Asymptotic freeness of random matrices. 12. Brown measure. 13. Tying three loose ends.

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Author Information

Arup Bose is on the faculty of the Theoretical Statistics and Mathematics Unit, Indian Statistical Institute, Kolkata, India. He has research contributions in statistics, probability, economics and econometrics. He is a Fellow of the Institute of Mathematical Statistics (USA), and of all three national science academies of India. He is a recipient of the S.S. Bhatnagar Prize and the C.R. Rao Award and holds a J.C.Bose National Fellowship. He has been on the editorial board of several journals. He has authored four books: Patterned Random Matrices, Large Covariance and Autocovariance Matrices (with Monika Bhattacharjee), U-Statistics, Mm-Estimators and Resampling (with Snigdhansu Chatterjee) and Random Circulant Matrices (with Koushik Saha).

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