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  • Patterned Random Matrices by Arup Bose [Paperback]

    • Item No : 167579177868
    • Condition : Brand New
    • Brand : No brand Info
    • Seller : loveourprices2
    • Current Bid : US $59.52
    • * Item Description

    • This book covers the Wigner matrix, the sample covariance matrix, the Toeplitz matrix, the Hankel matrix, the sample autocovariance matrix and the k-Circulant matrices. Quick and simple proofs of their LSDs are provided and it is shown how the semi-circle law and the Marchenko-Pastur law arise as the LSDs of the first two matrices.
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