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Spectral Analysis of Large Dimensional Random Matrices

Spectral Analysis of Large Dimensional Random Matrices PDF Author: Zhidong Bai
Publisher: Springer Science & Business Media
ISBN: 1441906614
Category : Mathematics
Languages : en
Pages : 560

Book Description
The aim of the book is to introduce basic concepts, main results, and widely applied mathematical tools in the spectral analysis of large dimensional random matrices. The core of the book focuses on results established under moment conditions on random variables using probabilistic methods, and is thus easily applicable to statistics and other areas of science. The book introduces fundamental results, most of them investigated by the authors, such as the semicircular law of Wigner matrices, the Marcenko-Pastur law, the limiting spectral distribution of the multivariate F matrix, limits of extreme eigenvalues, spectrum separation theorems, convergence rates of empirical distributions, central limit theorems of linear spectral statistics, and the partial solution of the famous circular law. While deriving the main results, the book simultaneously emphasizes the ideas and methodologies of the fundamental mathematical tools, among them being: truncation techniques, matrix identities, moment convergence theorems, and the Stieltjes transform. Its treatment is especially fitting to the needs of mathematics and statistics graduate students and beginning researchers, having a basic knowledge of matrix theory and an understanding of probability theory at the graduate level, who desire to learn the concepts and tools in solving problems in this area. It can also serve as a detailed handbook on results of large dimensional random matrices for practical users. This second edition includes two additional chapters, one on the authors' results on the limiting behavior of eigenvectors of sample covariance matrices, another on applications to wireless communications and finance. While attempting to bring this edition up-to-date on recent work, it also provides summaries of other areas which are typically considered part of the general field of random matrix theory.

Spectral Analysis of Large Dimensional Random Matrices

Spectral Analysis of Large Dimensional Random Matrices PDF Author: Zhidong Bai
Publisher: Springer Science & Business Media
ISBN: 1441906614
Category : Mathematics
Languages : en
Pages : 560

Book Description
The aim of the book is to introduce basic concepts, main results, and widely applied mathematical tools in the spectral analysis of large dimensional random matrices. The core of the book focuses on results established under moment conditions on random variables using probabilistic methods, and is thus easily applicable to statistics and other areas of science. The book introduces fundamental results, most of them investigated by the authors, such as the semicircular law of Wigner matrices, the Marcenko-Pastur law, the limiting spectral distribution of the multivariate F matrix, limits of extreme eigenvalues, spectrum separation theorems, convergence rates of empirical distributions, central limit theorems of linear spectral statistics, and the partial solution of the famous circular law. While deriving the main results, the book simultaneously emphasizes the ideas and methodologies of the fundamental mathematical tools, among them being: truncation techniques, matrix identities, moment convergence theorems, and the Stieltjes transform. Its treatment is especially fitting to the needs of mathematics and statistics graduate students and beginning researchers, having a basic knowledge of matrix theory and an understanding of probability theory at the graduate level, who desire to learn the concepts and tools in solving problems in this area. It can also serve as a detailed handbook on results of large dimensional random matrices for practical users. This second edition includes two additional chapters, one on the authors' results on the limiting behavior of eigenvectors of sample covariance matrices, another on applications to wireless communications and finance. While attempting to bring this edition up-to-date on recent work, it also provides summaries of other areas which are typically considered part of the general field of random matrix theory.

Analysis of Large and Complex Data

Analysis of Large and Complex Data PDF Author: Adalbert F.X. Wilhelm
Publisher: Springer
ISBN: 3319252267
Category : Computers
Languages : en
Pages : 640

Book Description
This book offers a snapshot of the state-of-the-art in classification at the interface between statistics, computer science and application fields. The contributions span a broad spectrum, from theoretical developments to practical applications; they all share a strong computational component. The topics addressed are from the following fields: Statistics and Data Analysis; Machine Learning and Knowledge Discovery; Data Analysis in Marketing; Data Analysis in Finance and Economics; Data Analysis in Medicine and the Life Sciences; Data Analysis in the Social, Behavioural, and Health Care Sciences; Data Analysis in Interdisciplinary Domains; Classification and Subject Indexing in Library and Information Science. The book presents selected papers from the Second European Conference on Data Analysis, held at Jacobs University Bremen in July 2014. This conference unites diverse researchers in the pursuit of a common topic, creating truly unique synergies in the process.

Advanced Statistical Methods for the Analysis of Large Data-Sets

Advanced Statistical Methods for the Analysis of Large Data-Sets PDF Author: Agostino Di Ciaccio
Publisher: Springer Science & Business Media
ISBN: 3642210368
Category : Mathematics
Languages : en
Pages : 464

Book Description
The theme of the meeting was “Statistical Methods for the Analysis of Large Data-Sets”. In recent years there has been increasing interest in this subject; in fact a huge quantity of information is often available but standard statistical techniques are usually not well suited to managing this kind of data. The conference serves as an important meeting point for European researchers working on this topic and a number of European statistical societies participated in the organization of the event. The book includes 45 papers from a selection of the 156 papers accepted for presentation and discussed at the conference on “Advanced Statistical Methods for the Analysis of Large Data-sets.”

Introduction to Analysis in the Large

Introduction to Analysis in the Large PDF Author: Marston Morse
Publisher:
ISBN:
Category : Calculus of variations
Languages : en
Pages : 396

Book Description


Large-Scale System Analysis Under Uncertainty

Large-Scale System Analysis Under Uncertainty PDF Author: Alejandro D. Domínguez-García
Publisher: Cambridge University Press
ISBN: 1107192080
Category : Mathematics
Languages : en
Pages : 355

Book Description
Discover a comprehensive set of tools and techniques for analyzing the impact of uncertainty on large-scale engineered systems. Providing accessible yet rigorous coverage, it showcases the theory through detailed case studies drawn from electric power application problems, including the impact of integration of renewable-based power generation in bulk power systems, the impact of corrupted measurement and communication devices in microgrid closed-loop controls, and the impact of components failures on the reliability of power supply systems. The case studies also serve as a guide on how to tackle similar problems that appear in other engineering application domains, including automotive and aerospace engineering. This is essential reading for academic researchers and graduate students in power systems engineering, and dynamic systems and control engineering.

Predictive Analysis on Large Data for Actionable Knowledge: Emerging Research and Opportunities

Predictive Analysis on Large Data for Actionable Knowledge: Emerging Research and Opportunities PDF Author: Usman, Muhammad
Publisher: IGI Global
ISBN: 1522550305
Category : Computers
Languages : en
Pages : 187

Book Description
Data analysis forms the basis of many modes of research ranging from scientific discoveries to governmental findings. With the advent of machine intelligence and neural networks, extracting and modeling, approaching data has been unimpeachably altered. These changes, seemingly small, affect the way societies organize themselves, deliver services, or interact with each other. Predictive Analysis on Large Data for Actionable Knowledge: Emerging Research and Opportunities provides emerging information on extraction and prediction patterns in data mining along with knowledge discovery. While highlighting the current issues in data extraction, readers will learn new methodologies comprising of different algorithms that automate the multidimensional schema that remove the manual processes. This book is a vital resource for researchers, academics, and those seeking new information on data mining techniques and trends.

Handbook of International Large-Scale Assessment

Handbook of International Large-Scale Assessment PDF Author: Leslie Rutkowski
Publisher: CRC Press
ISBN: 1439895120
Category : Mathematics
Languages : en
Pages : 650

Book Description
Technological and statistical advances, along with a strong interest in gathering more information about the state of our educational systems, have made it possible to assess more students, in more countries, more often, and in more subject domains. The Handbook of International Large-Scale Assessment: Background, Technical Issues, and Methods of Data Analysis brings together recognized scholars in the field of ILSA, behavioral statistics, and policy to develop a detailed guide that goes beyond database user manuals. After highlighting the importance of ILSA data to policy and research, the book reviews methodological aspects and features of the studies based on operational considerations, analytics, and reporting. The book then describes methods of interest to advanced graduate students, researchers, and policy analysts who have a good grounding in quantitative methods, but who are not necessarily quantitative methodologists. In addition, it provides a detailed exposition of the technical details behind these assessments, including the test design, the sampling framework, and estimation methods, with a focus on how these issues impact analysis choices.

Qualitative Analysis of Large Scale Dynamical Systems

Qualitative Analysis of Large Scale Dynamical Systems PDF Author: Michel
Publisher: Academic Press
ISBN: 0080956432
Category : Computers
Languages : en
Pages : 307

Book Description
This book develops a unified approach to qualitative analysis of large scale systems described by many diversified types of equations.

Risk Analysis for Large Projects

Risk Analysis for Large Projects PDF Author: Dale Cooper
Publisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 280

Book Description
Considers what risk analysis is, the nature of the risk engineering approach to risk analysis, where risk analysis might be necessary and some of the benefits which arise from its use. Risk is evaluated through both models and case studies.

Large-scale Graph Analysis: System, Algorithm and Optimization

Large-scale Graph Analysis: System, Algorithm and Optimization PDF Author: Yingxia Shao
Publisher: Springer Nature
ISBN: 9811539286
Category : Computers
Languages : en
Pages : 154

Book Description
This book introduces readers to a workload-aware methodology for large-scale graph algorithm optimization in graph-computing systems, and proposes several optimization techniques that can enable these systems to handle advanced graph algorithms efficiently. More concretely, it proposes a workload-aware cost model to guide the development of high-performance algorithms. On the basis of the cost model, the book subsequently presents a system-level optimization resulting in a partition-aware graph-computing engine, PAGE. In addition, it presents three efficient and scalable advanced graph algorithms – the subgraph enumeration, cohesive subgraph detection, and graph extraction algorithms. This book offers a valuable reference guide for junior researchers, covering the latest advances in large-scale graph analysis; and for senior researchers, sharing state-of-the-art solutions based on advanced graph algorithms. In addition, all readers will find a workload-aware methodology for designing efficient large-scale graph algorithms.