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

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

ISBN 10: 981457905X / ISBN 13: 9789814579056

Published by World Scientific Publishing Company, 2014

Seller Inventory # 20890879-n

Synopsis:

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.

From the Back Cover: 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.

Bibliographic Details

Title: Spectral Theory of Large Dimensional Random ...
Publisher: World Scientific Publishing Company
Publication Date: 2014
Binding: Hardcover
Condition: New