Probabilistic Analysis of a Random Determinant
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 distributions, namely, discrete uniform, Binomial Poisson, continuous uniform, standard normal, standard Cauchy and exponential. We are able to give fiducial limits for the determinant using Chebyshev's inequality for all the distributions discussed in the t…
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Produktdetails
Weitere Autoren: Chakraborty, Soubhik
- ISBN: 978-3-668-96509-6
- EAN: 9783668965096
- Produktnummer: 32319380
- Verlag: Grin Verlag
- Sprache: Englisch
- Erscheinungsjahr: 2019
- Seitenangabe: 68 S.
- Masse: H21.0 cm x B14.8 cm x D0.5 cm 112 g
- Abbildungen: Paperback
- Gewicht: 112
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