Spectral Theory of Large Dimensional Random Matrices and Its Applications to Wireless Communications and Finance Statistics: Random Matrix Theory and Its Applications - Rilegato

Bai, Zhidong; Fang, Zhaoben; Liang, Ying-chang

 
9789814579056: Spectral Theory of Large Dimensional Random Matrices and Its Applications to Wireless Communications and Finance Statistics: Random Matrix Theory and Its Applications
Rilegato
ISBN 10: 981457905X ISBN 13: 9789814579056
Casa editrice: World Scientific Pub Co Inc, 2014

Sinossi

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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Editore
World Scientific Pub Co Inc
Data di pubblicazione
2014
Lingua
Inglese
ISBN 10 
981457905X
ISBN 13 
9789814579056
Rilegatura
Copertina rigida
Numero di pagine
232
Contatto del produttore
non disponibile
Persona responsabile
gpsr@libri.de
gpsr@libri.de

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