Spectral theory of large dimensional...
Fang, Zhaoben.

 

  • Spectral theory of large dimensional random matrices and its applications to wireless communications and finance statisticsrandom matrix theory and its applications /
  • Record Type: Language materials, printed : Monograph/item
    Title/Author: Spectral theory of large dimensional random matrices and its applications to wireless communications and finance statistics/ Zhidong Bai, Zhaoben Fang, Ying-Chang Liang.
    Reminder of title: random matrix theory and its applications /
    Author: Bai, Zhidong.
    other author: Liang, Ying-Chang.
    Published: [Anhui] :World Scientific, : 2014.,
    Description: 1 online resource (xi, 220 p.) :ill. :
    Notes: "This work is originally published by University of Science and Technology of China Press in 2010"--Title page verso.
    基督教聖經之智慧書導讀 : The book contains three parts: Spectral theory of large dimensional random matrices; Applications to wireless communications; and Applications to finance. In the first part, we introduce some basic theorems of spectral analysis of large dimensional random matrices that are obtained under finite moment conditions, such as the limiting spectral distributions of Wigner matrix and that of large dimensional sample covariance matrix, limits of extreme eigenvalues, and the central limit theorems for linear spectral statistics. In the second part, we introduce some basic examples of applications of ...
    Subject: Matrices. -
    Online resource: http://www.worldscientific.com/worldscibooks/10.1142/9049#t=toc
    ISBN: 9789814579063
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