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A First Course in Random Matrix Theory: For Physicists, Engineers and Data
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A First Course in Random Matrix Theory: For Physicists, Engineers and Data Scientists Hardcover - 2020

by Marc Potters; Jean-Philippe Bouchaud


From the publisher

The real world is perceived and broken down as data, models and algorithms in the eyes of physicists and engineers. Data is noisy by nature and classical statistical tools have so far been successful in dealing with relatively smaller levels of randomness. The recent emergence of Big Data and the required computing power to analyse them have rendered classical tools outdated and insufficient. Tools such as random matrix theory and the study of large sample covariance matrices can efficiently process these big data sets and help make sense of modern, deep learning algorithms. Presenting an introductory calculus course for random matrices, the book focusses on modern concepts in matrix theory, generalising the standard concept of probabilistic independence to non-commuting random variables. Concretely worked out examples and applications to financial engineering and portfolio construction make this unique book an essential tool for physicists, engineers, data analysts, and economists.

Details

  • Title A First Course in Random Matrix Theory: For Physicists, Engineers and Data Scientists
  • Author Marc Potters; Jean-Philippe Bouchaud
  • Binding Hardcover
  • Pages 370
  • Volumes 1
  • Language ENG
  • Publisher Cambridge University Press
  • Date 2020-12-03
  • Features Bibliography, Index
  • ISBN 9781108488082 / 1108488080
  • Weight 1.9 lbs (0.86 kg)
  • Dimensions 9.8 x 7.7 x 0.8 in (24.89 x 19.56 x 2.03 cm)
  • Library of Congress subjects Random matrices
  • Library of Congress Catalog Number 2020022793
  • Dewey Decimal Code 512.943
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A First Course in Random Matrix Theory: for Physicists, Engineers and Data Scientists
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A First Course in Random Matrix Theory: for Physicists, Engineers and Data Scientists

by Marc Potters , Jean-Philippe Bouchaud

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A First Course in Random Matrix Theory: for Physicists, Engineers and Data Scientists
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A First Course in Random Matrix Theory: for Physicists, Engineers and Data Scientists

by Marc Potters , Jean-Philippe Bouchaud

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A First Course in Random Matrix Theory

A First Course in Random Matrix Theory

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A First Course in Random Matrix Theory: for Physicists, Engineers and Data Scientists
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A First Course in Random Matrix Theory: for Physicists, Engineers and Data Scientists

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Hardback. New. Classical statistical tools that handled real-life data have become inadequate upon the emergence of Big Data. Random matrix theory and free calculus introduced here present valuable solutions to the complex challenges posed by large datasets. Real world applications make it an essential tool for physicists, engineers, data analysts and economists.
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A First Course in Random Matrix Theory: for Physicists, Engineers and Data Scientists
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A First Course in Random Matrix Theory: for Physicists, Engineers and Data Scientists

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A First Course in Random Matrix Theory
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A First Course in Random Matrix Theory

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