Free Probability, Sample Covariance Matrices and Stochastic Eigen-Inference
Random matrix theory is now a big subject with applications in many disciplines of science, engineering and finance. This talk is a survey specifically oriented towards the needs and interests of a computationally inclined audience. We include the important mathematics (free probability) that perm...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
2005
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| Subjects: | |
| Online Access: | http://hdl.handle.net/1721.1/30241 |