Theory of stochastic canonical equations: v. 1 & 2

Auteur : Girko, V. L.
Éditeur : Kluwer Academic Publishers
ISBN : 9781402000751
Date de publication : 1 oct. 2001
Dimensions : 23,0 cm
Poids : 2056 g
Langue : Anglais
Pays d'origine : USA

Collects the results of the author's work in the creation of the theory of stochastic canonical equations. This book explores this theory and provides the necessary tools for dealing with these equations. It also includes limit phenomena of sequences of random matrices and the asymptotic properties of the eigenvalues of such matrices.

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