Spectral analysis of large dimensional random matrices

Spectral Analysis of Large Dimensional R

📁 Spectral Analysis of Large Dimensional Random Matrices

✍ Zhidong Bai, Jack W. Silverstein (auth.) 📂 Library 📅 2010 🏛 Springer-Verlag New York 🌐 English

<p><P>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, an

Spectral Analysis of Large Dimensional R

📁 Spectral Analysis of Large Dimensional Random Matrices

✍ Zhidong Bai, Jack W. Silverstein (auth.) 📂 Library 📅 2010 🏛 Springer-Verlag New York 🌐 English

<p><P>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, an

Spectral Analysis of Large Dimensional R

📁 Spectral Analysis of Large Dimensional Random Matrices

✍ Zhidong Bai, Jack W. Silverstein (auth.) 📂 Library 📅 2010 🏛 Springer 🌐 English

Spectral Theory of Large Dimensional Ran

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

✍ Zhidong Bai, Zhaoben Fang, Ying-Chang Liang 📂 Library 📅 2014 🏛 World Scientific Publishing Company 🌐 English

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 mome

Large sample covariance matrices and hig

📁 Large sample covariance matrices and high-dimensional data analysis

✍ Bai, Zhidong; Yao, Jianfeng; Zheng, Shurong 📂 Library 📅 2015 🏛 Cambridge U.P. 🌐 English

Eigenvalue Distribution of Large Random

📁 Eigenvalue Distribution of Large Random Matrices

✍ Leonid Pastur, Mariya Shcherbina 📂 Library 📅 2011 🏛 American Mathematical Society 🌐 English

Random matrix theory is a wide and growing field with a variety of concepts, results, and techniques and a vast range of applications in mathematics and the related sciences. The book, written by well-known experts, offers beginners a fairly balanced collection of basic facts and methods (Part 1 on

Spectral analysis of large dimensional random matrices

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