Spectral Theory Of Large Dimensional Random Matrices And Its Applications To Wireless Communications And Finance Statistics: Random Matrix Theory And Its Applications Hardback
by Zhaoben (Univ Of Sci & Tech Of China, China) Fang, Ying-chang (Inst For Infocomm Research, S'pore) Liang, Zhidong (Northeast Normal Univ, China & Nus, S'pore) Bai
Hardback
Description
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.
Information
-
Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Hardback
- Pages:232 pages
- Publisher:World Scientific Publishing Co Pte Ltd
- Publication Date:24/04/2014
- Category:
- ISBN:9789814579056
Information
-
Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Hardback
- Pages:232 pages
- Publisher:World Scientific Publishing Co Pte Ltd
- Publication Date:24/04/2014
- Category:
- ISBN:9789814579056