The Algebra Of Random Variables
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The Algebra of Random Variables
Differentiation and integration in the complex plane; The distribution of sums and differences of Random variables; The distribution of products and quotients of Random variables; The distribution of algebraic functions of independent Random variables; The distribution of algebraic functions of independent H-function variables; Analytical model for evaluation of the H-function inversion integral; Approximating the distribution of an algebraic function of independent random variables; Distribution problems in statistics.
Algebraic Combinatorics and Computer Science
Author: H. Crapo
language: en
Publisher: Springer Science & Business Media
Release Date: 2012-12-06
This book, dedicated to the memory of Gian-Carlo Rota, is the result of a collaborative effort by his friends, students and admirers. Rota was one of the great thinkers of our times, innovator in both mathematics and phenomenology. I feel moved, yet touched by a sense of sadness, in presenting this volume of work, despite the fear that I may be unworthy of the task that befalls me. Rota, both the scientist and the man, was marked by a generosity that knew no bounds. His ideas opened wide the horizons of fields of research, permitting an astonishing number of students from all over the globe to become enthusiastically involved. The contagious energy with which he demonstrated his tremendous mental capacity always proved fresh and inspiring. Beyond his renown as gifted scientist, what was particularly striking in Gian-Carlo Rota was his ability to appreciate the diverse intellectual capacities of those before him and to adapt his communications accordingly. This human sense, complemented by his acute appreciation of the importance of the individual, acted as a catalyst in bringing forth the very best in each one of his students. Whosoever was fortunate enough to enjoy Gian-Carlo Rota's longstanding friendship was most enriched by the experience, both mathematically and philosophically, and had occasion to appreciate son cote de bon vivant. The book opens with a heartfelt piece by Henry Crapo in which he meticulously pieces together what Gian-Carlo Rota's untimely demise has bequeathed to science.
Free Random Variables
Author: Dan V. Voiculescu
language: en
Publisher: American Mathematical Soc.
Release Date: 1992
This book presents the first comprehensive introduction to free probability theory, a highly noncommutative probability theory with independence based on free products instead of tensor products. Basic examples of this kind of theory are provided by convolution operators on free groups and by the asymptotic behavior of large Gaussian random matrices. The probabilistic approach to free products has led to a recent surge of new results on the von Neumann algebras of free groups. The book is ideally suited as a textbook for an advanced graduate course and could also provide material for a seminar. In addition to researchers and graduate students in mathematics, this book will be of interest to physicists and others who use random matrices.