Statistical Analysis of Observations of Increasing Dimension is popular PDF and ePub book, written by V.L. Girko in 2013-03-09, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Statistical Analysis of Observations of Increasing Dimension can be Read Online from any device for your convenience.
Statistical Analysis of Observations of Increasing Dimension Book PDF Summary
Statistical Analysis of Observations of Increasing Dimension is devoted to the investigation of the limit distribution of the empirical generalized variance, covariance matrices, their eigenvalues and solutions of the system of linear algebraic equations with random coefficients, which are an important function of observations in multidimensional statistical analysis. A general statistical analysis is developed in which observed random vectors may not have density and their components have an arbitrary dependence structure. The methods of this theory have very important advantages in comparison with existing methods of statistical processing. The results have applications in nuclear and statistical physics, multivariate statistical analysis in the theory of the stability of solutions of stochastic differential equations, in control theory of linear stochastic systems, in linear stochastic programming, in the theory of experiment planning.
Detail Book of Statistical Analysis of Observations of Increasing Dimension PDF
- Author : V.L. Girko
- Release : 09 March 2013
- Publisher : Springer Science & Business Media
- ISBN : 9789401585675
- Genre : Mathematics
- Total Page : 311 pages
- Language : English
- PDF File Size : 16,8 Mb
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