3031 results in Mathematical Methods
11 - Free Probabilities
- from Part II - Sums and Products of Random Matrices
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3 - More on Gaussian Matrices*
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Index
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Frontmatter
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18 - Bayesian Estimation
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17 - Sample Covariance Matrices
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Part III - Applications
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Contents
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Part I - Classical Random Matrix Theory
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8 - Addition of Random Variables and Brownian Motion
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6 - Eigenvalues and Orthogonal Polynomials*
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List of Symbols
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19 - Eigenvector Overlaps and Rotationally Invariant Estimators
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Preface
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15 - Addition and Multiplication: Recipes and Examples
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14 - Edge Eigenvalues and Outliers
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Part II - Sums and Products of Random Matrices
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20 - Applications to Finance
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7 - The Jacobi Ensemble*
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A First Course in Random Matrix Theory
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