Theory of Random Determinants
| Autor: | Girko, V.L. |
|---|---|
| ISBN: | 9789401073288 |
| Sprache: | Englisch |
| Seitenzahl: | 678 |
| Produktart: | Kartoniert / Broschiert |
| Verlag: | Springer Netherland |
| Veröffentlicht: | 03.10.2013 |
| Schlagworte: | Covariance matrix Kolmogorov equations Law of large numbers Markov chain Martingale Normal distribution Optimal control Random variable Sturm-Liouville problem Variance |
Vyacheslav L. Girko is Professor of Mathematics in the Department of Applied Statistics at the National University of Kiev and the University of Kiev Mohyla Academy. He is also affiliated with the Institute of Mathematics, Ukrainian Academy of Sciences. His research interests include multivariate statistical analysis, discriminant analysis, experiment planning, identification and control of complex systems, statistical methods in physics, noise filtration, matrix analysis, and stochastic optimization. He has published widely in the areas of multidimensional statistical analysis and theory of random matrices.