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portada Probabilistic Analysis of a Random Determinant
Type
Physical Book
Publisher
Author
Language
English
Pages
68
Format
Paperback
ISBN13
9783668965096

Probabilistic Analysis of a Random Determinant

Soubhik Chakraborty; Nikita Saha (Author) · Grin Verlag · Paperback

Probabilistic Analysis of a Random Determinant - Soubhik Chakraborty; Nikita Saha

New Book Imported to South Africa
Delivery: 19 Oct - 27 Oct Shipping: 13 to 14 business days.
R 581
R 581

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Synopsis "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 text (except standard Cauchy distribution for which expectation does not exist). The main objective is to find the probability distribution of the determinant when its elements are from any of the distributions stated above. The desired distribution has been approximated using the method of transformation in general but when this method could not produce desired results we relied on empirical results based on simulation.

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