Introduction to Random Vibration

AN INTRODUCTION TO RANDOM VIBRATION Revision

An Introduction to Random Matrices An Introduction to Random Matrices

Introduction to Random Matrices

Here I = [-Ji (a2j-l,a2J) and XI(Y) is the characteristic function of the set I . In the Gaussian Unitary Ensemble (GUE) the probability that no eigenvalues lie in I is equal to v(a). Also v(a) is a tau-function and we present a new simplified derivation of the system of nonlinear completely integrable equations (the aj's a r e the independent variables) that were first derived by Jimbo, Miwa, ...

Introduction to Random Diffusions

The main reason to study random diffusions is that this class of processes combines two key features of modern probability theory. On the one hand they are semi-martingales so the whole Itô theory of stochastic integration applies, but on the other hand they are also strong Markov processes. The combination of techniques from those two worlds enables us to have an in-depth look at their behavio...

A Random Introduction To Random Projections

The idea of random projections is now pervasive in machine learning literature, useful in both improving our theoretical understanding of high-dimensional problems and providing practical algorithms that have changed the field. In this survey, we hope to give the reader an introduction into this maginificent world of random projections, some of its curiosities and wonders, and its relations to ...