Probabilistic Analysis of a Random Determinant

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Master's Thesis from the year 2019 in the subject Mathematics - Stochastics, grade: 8.5, , course: Integrated MSc in Mathematics and Computing, language: English, abstract: We are interested in the behaviour of a determinant with i.i.d. random variates as its elements. A probabilistic analysis has been done for such determinants of orders 2 and 3. We have considered some of the well known distribu...
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Master's Thesis from the year 2019 in the subject Mathematics - Stochastics, grade: 8.5, , course: Integrated MSc in Mathematics and Computing, language: English, abstract: We are interested in the behaviour of a determinant with i.i.d. random variates as its elements. A probabilistic analysis has been done for such determinants of orders 2 and 3. We have considered some of the well known distribu...
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Details

  • ISBN: 9783668965089
  • Seitenzahl: 60
  • Kopierschutz: NONE
  • Erscheinungsdatum: 25.06.2019
  • Verlag: GRIN VERLAG
  • Formate: pdf

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