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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 /
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 mome...
| Cote: | Libro Electrónico |
|---|---|
| Auteurs principaux: | , , |
| Format: | Électronique eBook |
| Langue: | Inglés |
| Publié: |
[Anhui] : Singapore :
University of Science and Technology of China Press ; World Scientific,
[2014]
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| Sujets: | |
| Accès en ligne: | Texto completo |
Table des matières:
- Limiting spectral distributions
- Extreme eigenvalues
- Central limit theorems of linear spectral statistics
- Limiting behavior of eigenmatrix of sample covariance matrix
- Wireless communications
- limiting performances of linear and iterative receivers
- Application to finance.