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The real world is perceived and broken down as data, models and algorithms in the eyes of physicists and engineers. Data is noisy by nature and classical statistical tools have so far been successful in dealing with relatively smaller levels of randomness. The recent emergence of Big Data and the required computing power to analyse them have rendered classical tools outdated and insufficient. Tools such as random matrix theory and the study of large sample covariance matrices can efficiently process these big data sets and help make sense of modern, deep learning algorithms. Presenting an introductory calculus course for random matrices, the book focusses on modern concepts in matrix theory, generalising the standard concept of probabilistic independence to non-commuting random variables. Concretely worked out examples and applications to financial engineering and portfolio construction make this unique book an essential tool for physicists, engineers, data analysts, and economists.
Learn to master basic programming tasks from scratch with real-life, scientifically relevant examples and solutions drawn from both science and engineering. Students and researchers at all levels are increasingly turning to the powerful Python programming language as an alternative to commercial packages and this fast-paced introduction moves from the basics to advanced concepts in one complete volume, enabling readers to gain proficiency quickly. Beginning with general programming concepts such as loops and functions within the core Python 3 language, and moving on to the NumPy, SciPy and Matplotlib libraries for numerical programming and data visualization, this textbook also discusses the use of Jupyter Notebooks to build rich-media, shareable documents for scientific analysis. The second edition features a new chapter on data analysis with the pandas library and comprehensive updates, and new exercises and examples. A final chapter introduces more advanced topics such as floating-point precision and algorithm stability, and extensive online resources support further study. This textbook represents a targeted package for students requiring a solid foundation in Python programming.