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Spectral Analysis of Large Dimensional Random Matrices (Springer Series in Statistics)
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Spectral Analysis of Large Dimensional Random Matrices
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Spectral Analysis of Large Dimensional Random Matrices (Springer Series in Statistics)
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£ 243.12
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Add to basketBuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - The aim of the book is to introduce basic concepts, main results, and widely applied mathematical tools in the spectral analysis of large dimensional random matrices. The core of the book focuses on results established under moment conditions on random variables using probabilistic methods, and is thus easily applicable to statistics and other areas of science. The book introduces fundamental results, most of them investigated by the authors, such as the semicircular law of Wigner matrices, the Marcenko-Pastur law, the limiting spectral distribution of the multivariate F matrix, limits of extreme eigenvalues, spectrum separation theorems, convergence rates of empirical distributions, central limit theorems of linear spectral statistics, and the partial solution of the famous circular law. While deriving the main results, the book simultaneously emphasizes the ideas and methodologies of the fundamental mathematical tools, among them being: truncation techniques, matrix identities, moment convergence theorems, and the Stieltjes transform. Its treatment is especially fitting to the needs of mathematics and statistics graduate students and beginning researchers, having a basic knowledge of matrix theory and an understanding of probability theory at the graduate level, who desire to learn the concepts and tools in solving problems in this area. It can also serve as a detailed handbook on results of large dimensional random matrices for practical users.This second edition includes two additional chapters, one on the authors' results on the limiting behavior of eigenvectors of sample covariance matrices, another on applications to wireless communications and finance. While attempting to bring this edition up-to-date on recent work, it also provides summaries of other areas which are typically considered part of the general field of random matrix theory.
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Add to basketGebunden. Condition: New. Wigner Matrices and Semicircular Law.- Sample Covariance Matrices and the Mar#x010Denko-Pastur Law.- Product of Two Random Matrices.- Limits of Extreme Eigenvalues.- Spectrum Separation.- Semicircular Law for Hadamard Products.- Convergence Rates of ESD.- .
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Spectral Analysis of Large Dimensional Random Matrices
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Hardcover. Condition: Brand New. 2nd edition. 551 pages. 9.50x6.50x1.50 inches. In Stock.
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Add to basketCondition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Wigner Matrices and Semicircular Law.- Sample Covariance Matrices and the Mar#x010Denko-Pastur Law.- Product of Two Random Matrices.- Limits of Extreme Eigenvalues.- Spectrum Separation.- Semicircular Law for Hadamard Products.- Convergence Rates of ESD.- .
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Spectral Analysis of Large Dimensional Random Matrices
Published by Springer New York Dez 2009, 2009
ISBN 10: 1441906606 ISBN 13: 9781441906601
Language: English
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
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£ 238.78
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Add to basketBuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The aim of the book is to introduce basic concepts, main results, and widely applied mathematical tools in the spectral analysis of large dimensional random matrices. The core of the book focuses on results established under moment conditions on random variables using probabilistic methods, and is thus easily applicable to statistics and other areas of science. The book introduces fundamental results, most of them investigated by the authors, such as the semicircular law of Wigner matrices, the Marcenko-Pastur law, the limiting spectral distribution of the multivariate F matrix, limits of extreme eigenvalues, spectrum separation theorems, convergence rates of empirical distributions, central limit theorems of linear spectral statistics, and the partial solution of the famous circular law. While deriving the main results, the book simultaneously emphasizes the ideas and methodologies of the fundamental mathematical tools, among them being: truncation techniques, matrix identities, moment convergence theorems, and the Stieltjes transform. Its treatment is especially fitting to the needs of mathematics and statistics graduate students and beginning researchers, having a basic knowledge of matrix theory and an understanding of probability theory at the graduate level, who desire to learn the concepts and tools in solving problems in this area. It can also serve as a detailed handbook on results of large dimensional random matrices for practical users.This second edition includes two additional chapters, one on the authors' results on the limiting behavior of eigenvectors of sample covariance matrices, another on applications to wireless communications and finance. While attempting to bring this edition up-to-date on recent work, it also provides summaries of other areas which are typically considered part of the general field of random matrix theory. 552 pp. Englisch.
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Condition: New. Print on Demand pp. 568 Illus.
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£ 326.25
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Add to basketCondition: New. PRINT ON DEMAND pp. 568.
