Title: RANDOM MATRIX THEORY AND ITS APPLICATIONS: MULTIVARIATE STATISTICS AND WIRELESS COMMUNICATIONS (Lecture Notes Series, Institute for Mathematical Sciences, National University of Singapore)
Publisher: World Scientific Publishing Company
Publication Date: 2009
Language: English
ISBN 10: 9814273112
ISBN 13: 9789814273114
Binding: Hardcover
Condition: New

About this title

Synopsis

Random matrix theory has a long history, beginning in the first instance in multivariate statistics. It was used by Wigner to supply explanations for the important regularity features of the apparently random dispositions of the energy levels of heavy nuclei. The subject was further deeply developed under the important leadership of Dyson, Gaudin and Mehta, and other mathematical physicists.In the early 1990s, random matrix theory witnessed applications in string theory and deep connections with operator theory, and the integrable systems were established by Tracy and Widom. More recently, the subject has seen applications in such diverse areas as large dimensional data analysis and wireless communications.This volume contains chapters written by the leading participants in the field which will serve as a valuable introduction into this very exciting area of research.

From the Back Cover

In the early 1990s, random matrix theory witnessed applications in string theory and deep connections with operator theory, and the integrable systems were established by Tracy and Widom. More recently, the subject has seen applications in such diverse areas as large dimensional data analysis and wireless communications.

This volume contains chapters written by the leading participants in the field which will serve as a valuable introduction into this very exciting area of research.

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