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.
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भाषा अंग्रेज़ी ● स्वरूप EPUB ● पेज 232 ● ISBN 9789814579070 ● फाइल का आकार 14.7 MB ● प्रकाशक World Scientific Publishing Company ● शहर Singapore ● देश SG ● प्रकाशित 2014 ● डाउनलोड करने योग्य 24 महीने ● मुद्रा EUR ● आईडी 6534495 ● कॉपी सुरक्षा Adobe DRM
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