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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Spectral Theory Of Large Dimensional Random Matrices And Its Applications To Wireless Communications And Finance Statistics: Random Matrix Theory And Its Applications

Spectral Theory Of Large Dimensional Random Matrices And Its Applications To Wireless Communications And Finance Statistics: Random Matrix Theory And Its Applications
Author :
Publisher : World Scientific
Total Pages : 233
Release :
ISBN-10 : 9789814579070
ISBN-13 : 9814579076
Rating : 4/5 (076 Downloads)

Book Synopsis Spectral Theory Of Large Dimensional Random Matrices And Its Applications To Wireless Communications And Finance Statistics: Random Matrix Theory And Its Applications by : Zhaoben Fang

Download or read book Spectral Theory Of Large Dimensional Random Matrices And Its Applications To Wireless Communications And Finance Statistics: Random Matrix Theory And Its Applications written by Zhaoben Fang and published by World Scientific. This book was released on 2014-01-24 with total page 233 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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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