Spectral Analysis of Large Dimensional Random Matrices
Language: en
Pages: 560
Authors: Zhidong Bai
Categories: Mathematics
Type: BOOK - Published: 2009-12-10 - Publisher: Springer Science & Business Media

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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 mat
Spectral Theory Of Large Dimensional Random Matrices And Its Applications To Wireless Communications And Finance Statistics: Random Matrix Theory And Its Applications
Language: en
Pages: 233
Authors: Zhaoben Fang
Categories: Mathematics
Type: BOOK - Published: 2014-01-24 - Publisher: World Scientific

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The book contains three parts: Spectral theory of large dimensional random matrices; Applications to wireless communications; and Applications to finance. In th
Spectral Analysis of Large Dimensional Random Matrices (second Edition)
Language: en
Pages: 551
Authors: Zhidong Bai
Categories: Random matrices
Type: BOOK - Published: 2010 - Publisher:

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Large Sample Covariance Matrices and High-Dimensional Data Analysis
Language: en
Pages: 0
Authors: Jianfeng Yao
Categories: Mathematics
Type: BOOK - Published: 2015-03-26 - Publisher: Cambridge University Press

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High-dimensional data appear in many fields, and their analysis has become increasingly important in modern statistics. However, it has long been observed that
Spectra for Large Dimensional Random Matrices
Language: en
Pages: 11
Authors: Y. Q. Yin
Categories: Matrices
Type: BOOK - Published: 1985 - Publisher:

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In this paper, the authors reviewed some recent developments in the area of large dimensional random matrices. Originator-supplied keywords: Eigenvalues; Large