
Probabilistic Analysis of a Random Determinant
GRIN Verlag
1st Edition
Published on 25. June 2019
60 pages
978-3-668-96508-9 (ISBN)
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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 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.
More details
Edition
1. Auflage
Language
English
Place of publication
München
Germany
File size
0,80 MB
ISBN-13
978-3-668-96508-9 (9783668965089)
Schweitzer Classification
Other editions
Additional editions

Soubhik Chakraborty | Nikita Saha
Probabilistic Analysis of a Random Determinant
Book
08/2019
1st Edition
GRIN Verlag
€27.95
Shipment within 7-9 days
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