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Topics in random matrices: Theory and applications to probability and statistics

Posted on:2013-06-24Degree:Ph.DType:Thesis
University:University of Ottawa (Canada)Candidate:Kousha, TermehFull Text:PDF
GTID:2450390008967208Subject:Statistics
Abstract/Summary:
In this thesis, we discuss some topics in random matrix theory which have applications to probability, statistics and quantum information theory.;In Chapter 2, by relying on the spectral properties of an associated adjacency matrix, we find the distribution of the maximum of a Dyck path and show that it has the same distribution function as the unsigned Brownian excursion which was first derived in 1976 by Kennedy. We obtain a large and moderate deviation principle for the law of the maximum of a random Dyck path. Our result extends the results of Chung, Kennedy and Khorunzhiy and Marckert.;In Chapter 3, we discuss a method of sampling called the Gibbs-slice sampler. This method is based on Neal's slice sampling combined with Gibbs sampling.;In Chapter 4, we discuss several examples which have applications in physics and quantum information theory.
Keywords/Search Tags:Theory, Applications, Random, Discuss
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