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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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...

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Bibliographic Details
Call Number:Libro Electrónico
Main Authors: Bai, Zhidong (Author), Fang, Zhaoben (Author), Liang, Ying-Chang (Author)
Format: Electronic eBook
Language:Inglés
Published: [Anhui] : Singapore : University of Science and Technology of China Press ; World Scientific, [2014]
Subjects:
Matrices.
MATHEMATICS > Applied.
MATHEMATICS > Probability & Statistics > General.
Matrices
Online Access:Texto completo
Table of Contents:
  • 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.

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