Random matrices

Results: 196



#Item
181Random matrices / Mathematics / Random matrix / Random variable / Probability space / Matrix / Circular law / Probability / Free probability / Probability theory / Probability and statistics / Mathematical analysis

Topics in random matrix theory Terence Tao Department of Mathematics, UCLA, Los Angeles, CA 90095

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Source URL: terrytao.files.wordpress.com

Language: English - Date: 2011-08-23 12:12:23
182Matrix theory / Matrices / Mathematical physics / Operator theory / Von Neumann algebra / Matrix / Free probability / Random matrix / Trace / Algebra / Mathematics / Linear algebra

Free Probability Theory: Random Matrices and von Neumann Algebras DAN VOICULESCU*

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Source URL: www.mathunion.org

Language: English - Date: 2012-04-18 10:52:10
183Operator theory / Linear algebra / Representation theory / Matrix theory / Trace / Von Neumann algebra / C*-algebra / Matrix / Free probability / Algebra / Mathematics / Abstract algebra

ICM 2002 • Vol. I • [removed]Random Matrices, Free Probability

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Source URL: www.mathunion.org

Language: English - Date: 2012-04-18 10:56:40
184Multivariate statistics / Matrices / Data analysis / Covariance and correlation / Algebra of random variables / Covariance matrix / Multivariate normal distribution / Principal component analysis / Covariance / Statistics / Algebra / Linear algebra

Chapter 1

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Source URL: support.sas.com

Language: English - Date: 2007-10-19 18:36:56
185Matrix theory / Matrices / Numerical linear algebra / Matrix / Orthogonal matrix / Determinant / Random matrix / QR decomposition / Eigendecomposition of a matrix / Algebra / Linear algebra / Mathematics

Acta Numerica (2005), pp. 1–65 DOI: [removed]S0962492904000236

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Source URL: stuff.mit.edu

Language: English - Date: 2005-06-26 19:02:24
186Covariance and correlation / Algebra of random variables / Matrix theory / Linear algebra / Matrices / Eigenvalues and eigenvectors / Covariance matrix / Covariance / Matrix / Algebra / Statistics / Mathematics

An introduction to G-estimation with sample covariance matrices Xavier Mestre [removed]

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Source URL: perso.telecom-paristech.fr

Language: English - Date: 2012-07-12 09:26:55
187Matrices / Mathematical physics / Random matrices / Probability theory / Singular value decomposition / Orthogonal matrix / Random matrix / Circular ensemble / Matrix / Algebra / Linear algebra / Mathematics

? W H A T

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Source URL: www.ams.org

Language: English - Date: 2005-11-07 09:39:39
188Matrices / Probability theory / Random matrices / Mathematical physics / Random matrix / Data analysis / Matrix / Central limit theorem / Normal distribution / Statistics / Mathematics / Mathematical analysis

Introduction Random matrices Universality

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Source URL: terrytao.files.wordpress.com

Language: English - Date: 2009-08-30 16:31:06
189Matrices / Lie groups / Mathematical physics / Matrix theory / Numerical linear algebra / Orthogonal matrix / Circular ensemble / Unitary group / QR decomposition / Algebra / Linear algebra / Mathematics

How to Generate Random Matrices from the Classical Compact Groups

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Source URL: www.ams.org

Language: English - Date: 2007-04-09 13:21:24
190Data analysis / Probability theory / Random matrices / Principal component analysis / Covariance matrix / Wishart distribution / Random matrix / Factor analysis / Canonical correlation / Statistics / Multivariate statistics / Covariance and correlation

High dimensional statistical inference and random matrices Iain M. Johnstone∗

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Source URL: www.icm2006.org

Language: English - Date: 2013-10-02 08:04:04
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