Product Information
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.Product Identifiers
PublisherWorld Industries Scientific Publishing Co Pte LTD
ISBN-139789814579056
eBay Product ID (ePID)206393232
Product Key Features
SubjectEngineering & Technology, Mathematics
Publication Year2014
Number of Pages232 Pages
Publication NameSpectral Theory Of Large Dimensional Random Matrices And Its Applications To Wireless Communications And Finance Statistics: Random Matrix Theory And Its Applications
LanguageEnglish
TypeTextbook
AuthorZhidong Bai, Zhaoben Fang, Ying-Chang Liang
FormatHardcover
Additional Product Features
Country/Region of ManufactureSingapore
Title_AuthorZhaoben Fang, Ying-Chang Liang, Zhidong Bai