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Theory of Random Determinants
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Catalogue Information
Field name
Details
Dewey Class
519.2
Title
Theory of Random Determinants ([EBook]) / by V. L. Girko.
Author
Girko, Vjačeslav L.
Other name(s)
SpringerLink (Online service)
Publication
Dordrecht : Springer Netherlands , 1990.
Physical Details
XXVI, 678 pages : online resource.
Series
Mathematics and its applications. Soviet series
0169-6378 ; ; 45
ISBN
9789400918580
Contents note
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 Determinants in the Experiment Design -- 27. Random Determinants in Physics -- 28. Random Determinants in Numerical Analysis -- References.
System details note
Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
Internet Site
http://dx.doi.org/10.1007/978-94-009-1858-0
Links to Related Works
Subject References:
Analysis (Mathematics)
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Dynamical Systems
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Mathematical analysis
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Probabilities
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Probability theory and stochastic processes
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Statistical Physics
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Statistical Physics, Dynamical Systems and Complexity
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System theory
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Systems Theory, Control
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Authors:
Girko, Vjačeslav L.
.
Girko, Vjačeslav L.
.
See Also:
Girko, V. L. (Vi︠a︡cheslav Leonidovich)
.
Girko, Vyacheslav L.
.
Girko, V. L. (Vi︠a︡cheslav Leonidovich)
.
Girko, Vyacheslav L.
.
Corporate Authors:
SpringerLink (Online service)
.
Series:
Mathematics and its applications. Soviet series
.
Classification:
519.2
.
.
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