Dordrecht: Springer, 2001. — 1009 p. Theory of Stochastic Canonical Equations collects the major results of thirty years of the author's work in the creation of the theory of stochastic canonical equations. It is the first book to completely explore this theory and to provide the necessary tools for dealing with these equations. Included are limit phenomena of sequences of...
3rd ed. — Academic Press, 2004. — 688 p.
This book gives a coherent and detailed description of analytical methods devised to study random matrices. These methods are critical to the understanding of various fields in mathematics and mathematical physics, such as nuclear excitations, ultrasonic resonances of structural materials, chaotic systems, the zeros of the Riemann and...
Philadelphia: American Mathematical Society, 2011. — 650 p. Random matrix theory is a wide and growing field with a variety of concepts, results, and techniques and a vast range of applications in mathematics and the related sciences. The book, written by well-known experts, offers beginners a fairly balanced collection of basic facts and methods (Part 1 on classical ensembles)...
Singapore: World Scientific Publishing Company, 2015. — 284 p.
This book is aimed at graduate students and researchers who are interested in the probability limit theory of random matrices and random partitions. It mainly consists of three parts. Part I is a brief review of classical central limit theorems for sums of independent random variables, martingale differences...
М.: Наука, Главная редакция физико-математической литературы, 1988. — (Теория вероятностей и математическая статистика). — 376 с. — ISBN 5-02-013749-9. Исследованы распределения собственных чисел и собственных векторов основных типов случайных матриц и матричных случайных процессов с аддитивными независимыми приращениями при предположении, что распределения матриц абсолютно...
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