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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 statistics[electronic resource] :random matrix theory and its applications /
  • 紀錄類型: 書目-語言資料,印刷品 : Monograph/item
    杜威分類號: 519.2
    書名/作者: 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.
    作者: Bai, Zhidong.
    其他作者: Fang, Zhaoben.
    出版者: [Anhui] : : University of Science and Technology of China Press ;, 2014.
    面頁冊數: 1 online resource (xi, 220 p.) : : ill.
    附註: "This work is originally published by University of Science and Technology of China Press in 2010"--Title page verso.
    標題: Matrices.
    ISBN: 9789814579063
    ISBN: 9814579068
    書目註: Includes bibliographical references (p. 201-215) and index.
    內容註: 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.
    摘要、提要註: 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 ...
    電子資源: http://www.worldscientific.com/worldscibooks/10.1142/9049#t=toc
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