Spectral theory of large dimensional random matrices and its applications to wireless communications and finance statistics [electronic resource] : random matrix theory and its applications / Zhidong Bai, Zhaoben Fang, Ying-Chang Liang
- 作者： Bai, Zhidong.
- 其他作者：
- 出版： [Anhui] :Singapore : University of Science and Technology of China Press ;World Scientific 2014
- 主題： Matrices.
- ISBN： 9789814579063 (electronic bk.) 、 9814579068 (electronic bk.)
- URL：
電子書
- 一般註："This work is originally published by University of Science and Technology of China Press in 2010"--Title page verso Print version record
- 書目註：Includes bibliographical references (p. 201-215) and index
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讀者標籤：
- 系統號： 005223955 | 機讀編目格式
館藏資訊
摘要註
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
內容註
Limiting spectral distributions -- Extreme eigenvalues -- Central limit theorems of linear spectral statistics -- Limiting behavior of eigenmatrix of sample covariance matrix -- Wireless communications -- limiting performances of linear and iterative receivers -- Application to finance