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E-book
Author Bose, Arup, author.

Title Random circulant matrices / Arup Bose and Koushik Saha
Published Boca Raton : CRC Press, Taylor & Francis Group, 2018
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Summary Circulant matrices have been around for a long time and have been extensively used in many scientific areas. This book studies the properties of the eigenvalues for various types of circulant matrices, such as the usual circulant, the reverse circulant, and the k-circulant when the dimension of the matrices grow and the entries are random. In particular, the behavior of the spectral distribution, of the spectral radius and of the appropriate point processes are developed systematically using the method of moments and the various powerful normal approximation results. This behavior varies according as the entries are independent, are from a linear process, and are light- or heavy-tailed. Arup Bose obtained his B. Stat., M. Stat. and Ph. D. degrees from the Indian Statistical Institute. He has been on its faculty at the Theoretical Statistics and Mathematics Unit, Kolkata, India since 1991. He is a Fellow of the Institute of Mathematical Statistics, and of all three national science academies of India. He is a recipient of the S.S. Bhatnagar Prize and the C.R. Rao Award. He is the author of three books: Patterned Random Matrices, Large Covariance and Autocovariance Matrices (with Monika Bhattacharjee) and U-Statistics, M_m-Estimators and Resampling (with Snigdhansu Chatterjee). Koushik Saha obtained a B. Sc. in Mathematics from Ramakrishna Mission Vidyamandiara, Belur and an M. Sc. in Mathematics from Indian Institute of Technology Bombay. He obtained his Ph. D. degree from the Indian Statistical Institute under the supervision of Arup Bose. His thesis on circulant matrices received high praise from the reviewers. He has been on the faculty of the Department of Mathematics, Indian Institute of Technology Bombay since 2014
Bibliography Includes bibliographical references and index
Notes Arup Bose obtained his B. Stat., M. Stat. and Ph. D. degrees from the Indian Statistical Institute. He has been on its faculty at the Theoretical Statistics and Mathematics Unit, Kolkata, India since 1991. He is a Fellow of the Institute of Mathematical Statistics, and of all three national science academies of India. He is a recipient of the S.S. Bhatnagar Prize and the C.R. Rao Award. He is the author of three books: Patterned Random Matrices, Large Covariance and Autocovariance Matrices (with Monika Bhattacharjee) and U-Statistics, M_m-Estimators and Resampling (with Snigdhansu Chatterjee). Koushik Saha obtained a B. Sc. in Mathematics from Ramakrishna Mission Vidyamandiara, Belur and an M. Sc. in Mathematics from Indian Institute of Technology Bombay. He obtained his Ph. D. degree from the Indian Statistical Institute under the supervision of Arup Bose. His thesis on circulant matrices received high praise from the reviewers. He has been on the faculty of the Department of Mathematics, Indian Institute of Technology Bombay since 2014
Print version record
Subject Eigenvalues -- Problems, exercises, etc
Matrices -- Problems, exercises, etc
Random matrices -- Problems, exercises, etc
Eigenvalues.
MATHEMATICS -- Algebra -- Intermediate.
MATHEMATICS -- Probability & Statistics -- Bayesian Analysis.
Matrices.
Random matrices.
Genre/Form Problems and exercises.
Form Electronic book
Author Saha, Koushik, author.
ISBN 0429435509
0429788177
0429788185
0429788193
9780429435508
9780429788178
9780429788185
9780429788192