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BestsellerE-book
Author Bai, Zhidong, author.

Title 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.

Publication Info. [Anhui] : University of Science and Technology of China Press ; Singapore : World Scientific, [2014]
©2014

Item Status

Description 1 online resource (xi, 220 pages) : illustrations
Physical Medium polychrome
Description text file
Note "This work is originally published by University of Science and Technology of China Press in 2010"--Title page verso.
Summary 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 ...
Bibliography Includes bibliographical references (pages 201-215) and index.
Contents 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.
Local Note eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection - North America
Subject Matrices.
Matrices.
Genre/Form Electronic books.
Electronic books.
Added Author Fang, Zhaoben, author.
Liang, Ying-Chang, author.
Other Form: Print version: Bai, Zhidong. Spectral theory of large dimensional random matrices and its applications to wireless communications and finance statistics. Singapore : World Scientific Publishing Co. Pte Ltd, [2014] 9789814579056 (OCoLC)864845217
ISBN 9789814579063 (electronic book)
9814579068 (electronic book)
9789814579056
981457905X