描述
Theory of Random Determinants
1. Generalized Wishart Density and Integral Representation for Determinants. - 2. Moments of Random Matrix Determinants. - 3. Distribution of Eigenvalues and Eigenvectors of Random Matrices. - 4. Inequalities for Random Determinants. - 5. Limit Theorems for the Borel Functions of Independent Random Variables. - 6. Limit Theorems of the Law of Large Numbers and Central Limit Theorem Types for Random Determinants. - 7. Accompanying Infinitely Divisible Laws for Random Determinants. - 8. Integral Representation Method. - 9. The Connection between the Convergence of Random Determinants and the Convergence of Functionals of Random Functions. - 10. Limit Theorems for Random Gram Determinants. - 11. The Determinants of Toeplitz and Hankel Random Matrices. - 12. Limit Theorems for Determinants of Random Jacobi Matrices. - 13. The Fredholm Random Determinants. - 14. The Systems of Linear Algebraic Equations with Random Coefficients. - 15. Limit Theorems for the Solution of the Systems of Linear Algebraic Equations with Random Coefficients. - 16. Integral Equations with Random Degenerate Kernels. - 17. Random Determinants in the Spectral Theory of Non-Self-Adjoint Random Matrices. - 18. The Distribution of Eigenvalues and Eigenvectors of Additive Random Matrix-Valued Processes. - 19. The Stochastic Ljapunov Problem for Systems of Stationary Linear Differential Equations. - 20. Random Determinants in the Theory of Estimation of Parameters of Some Systems. - 21. Random Determinants in Some Problems of Control Theory of Stochastic Systems. - 22. Random Determinants in Some Linear Stochastic Programming Problems. - 23. Random Determinants in General Statistical Analysis. - 24. Estimate of the Solution of the Kolmogorov-Wiener Filter. - 25. Random Determinants in Pattern Recognition. - 26. Random Determinantsin the Experiment Design. - 27. Random Determinants in Physics. - 28. Random Determinants in Numerical Analysis. - References. Language: English
-
品牌:
Unbranded
-
类别:
教育
-
语言:
English
-
出版日期:
1990/09/30
-
艺术家:
V.L. Girko
-
页数:
678
-
出版社/标签:
Springer
-
格式:
Hardback
-
Fruugo ID:
338018813-741680210
-
ISBN:
9780792302339