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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 - Hardcover
Synopsis
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 random matrix theory to wireless communications and in the third part, we present some examples of Applications to statistical finance.
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From the Back Cover
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 random matrix theory to wireless communications and in the third part, we present some examples of Applications to statistical finance.
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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
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World Scientific Publishing Comp, 2014
ISBN 10: 981457905X
ISBN 13: 9789814579056
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Spectral Theory of Large Dimensional Random Matrices and Its Applications to Wireless Communications and Finance Statistics
Published by
World Scientific Publishing Company, 2014
ISBN 10: 981457905X
ISBN 13: 9789814579056
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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
Published by
World Scientific Publishing Company, 2014
ISBN 10: 981457905X
ISBN 13: 9789814579056
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Hardcover
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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
Published by
World Scientific Publishing Company, 2014
ISBN 10: 981457905X
ISBN 13: 9789814579056
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Spectral Theory of Large Dimensional Random Matrices and Its Applications to Wireless Communications and Finance
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ISBN 10: 981457905X
ISBN 13: 9789814579056
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Spectral Theory of Large Dimensional Random Matrices and Its Applications to Wireless Communications and Finance
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World Scientific Publishing Company, Incorporated, 2014
ISBN 10: 981457905X
ISBN 13: 9789814579056
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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 [Hardcover] Bai Zhidong Et Al
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Spectral Theory of Large Dimensional Random Matrices and Its Applications to Wireless Communications and Finance
Published by
World Scientific Publishing Company, Incorporated, 2014
ISBN 10: 981457905X
ISBN 13: 9789814579056
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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
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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
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World Scientific Publishing Company, 2014
ISBN 10: 981457905X
ISBN 13: 9789814579056
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