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

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AuthorBai Zhidong Et Al
ISBN9789814579056
Published LanguageEnglish
Publication Year2014
PublisherWorld Scientific
BindingHardback
Original Price$98
Pages232
Ships By2-3 days

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.

About the author
Northeast Normal Univ, China & Nus, S'Pore

Additional information

Weight0.557 kg
Dimensions22.9 × 15.2 cm
Author

ISBN

Publisher

Pages

232

Ships By

2-3 days