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Spectral theory of large dimensional...

Bai, Zhidong.

Spectral theory of large dimensional random matrices and its applications to wireless communications and finance statisticsrandom matrix theory and its applications /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Spectral theory of large dimensional random matrices and its applications to wireless communications and finance statisticsZhidong Bai, Zhaoben Fang, Ying-Chang Liang.
Reminder of title:	random matrix theory and its applications /
Author:	Bai, Zhidong.
other author:	Fang, Zhaoben.
Published:	[Anhui] :University of Science and Technology of China Press ;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.
Subject:	Matrices.
Online resource:	http://www.worldscientific.com/worldscibooks/10.1142/9049#t=toc
ISBN:	9789814579063$q(electronic bk.)

Spectral theory of large dimensional random matrices and its applications to wireless communications and finance statisticsrandom matrix theory and its applications /
Bai, Zhidong.

Spectral theory of large dimensional random matrices and its applications to wireless communications and finance statisticsrandom matrix theory and its applications /[electronic resource] :Zhidong Bai, Zhaoben Fang, Ying-Chang Liang. - [Anhui] :University of Science and Technology of China Press ;2014. - 1 online resource (xi, 220 p.) :ill.

"This work is originally published by University of Science and Technology of China Press in 2010"--Title page verso.

Includes bibliographical references (p. 201-215) and index.

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.

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 ...

ISBN: 9789814579063$q(electronic bk.)Subjects--Topical Terms:

181876
Matrices.

LC Class. No.: QA273

Dewey Class. No.: 519.2

Spectral theory of large dimensional random matrices and its applications to wireless communications and finance statisticsrandom matrix theory and its applications /
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020 $a 9814579068$q(electronic bk.)
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050 4 $a QA273
050 4 $a QA188 $b .B3525 2014eb
082 0 4 $a 519.2
100 1 $a Bai, Zhidong. $3 328772
245 1 0 $a Spectral theory of large dimensional random matrices and its applications to wireless communications and finance statistics $h [electronic resource] : $b random matrix theory and its applications / $c Zhidong Bai, Zhaoben Fang, Ying-Chang Liang.
260 $a [Anhui] : $b University of Science and Technology of China Press ; $a Singapore : $b World Scientific, $c 2014.
300 $a 1 online resource (xi, 220 p.) : $b ill.
500 $a "This work is originally published by University of Science and Technology of China Press in 2010"--Title page verso.
504 $a Includes bibliographical references (p. 201-215) and index.
505 0 $a 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.
520 $a 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 ...
588 0 $a Print version record.
650 0 $a Matrices. $3 181876
700 1 $a Fang, Zhaoben. $3 709786
700 1 $a Liang, Ying-Chang. $3 563075
856 4 0 $u http://www.worldscientific.com/worldscibooks/10.1142/9049#t=toc