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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...
| Clasificación: | Libro Electrónico |
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| Autores principales: | , , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
[Anhui] : Singapore :
University of Science and Technology of China Press ; World Scientific,
[2014]
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| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | 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 ... |
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| Notas: | "This work is originally published by University of Science and Technology of China Press in 2010"--Title page verso |
| Descripción Física: | 1 online resource (xi, 220 pages) : illustrations |
| Bibliografía: | Includes bibliographical references (pages 201-215) and index. |
| ISBN: | 9789814579063 9814579068 |