Spectral Theory of Large Dimensional Random Matrices and Its Applications to Wireless Communications and Finance Statistics: Random Matrix Theory and Its Applications
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 ...
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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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Add this copy of Spectral Theory of Large Dimensional Random Matrices to cart. $14.25, very good condition, Sold by Suffolk Books rated 5.0 out of 5 stars, ships from center moriches, NY, UNITED STATES, published 2014 by World Scientific Publishing Comp.
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