ENGLISH

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

By Ying-Chang Liang , Zhidong Bai , Zhaoben Fang

Book information

Publisher
World Scientific Publishing Company
Year
2014
ISBN
981457905X, 9789814579056
Language
english
Format
PDF
Filesize
2 MB (1642559 bytes)
Pages
233\233
Scanned
yes
Time added
2014-04-12 15:05:58

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.Readership: Graduate students and researchers in random matrices.

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