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Spectral Theory of Large Dimensional Random Matrices and Its Applications to Wireless Communications and Finance Statistics : Random Matrix Theory and Its Applications

Zhidong Bai, Zhaoben Fang, Ying-Chang Liang




[PDF.dj10] Spectral Theory of Large Dimensional Random Matrices and Its Applications to Wireless Communications and Finance Statistics : Random Matrix Theory and Its Applications

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 | #4519394 in Books |  2014-03-27 | Original language:English | PDF # 1 |  9.02 x.56 x5.98l,.0 | File type: PDF | 232 pages

||From the Inside Flap|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 dime

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 cent...

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