SPECTRAL THEORY OF LARGE DIMENSIONAL RANDOM MATRICES AND ITS APPLICATIONS TO WIRELESS COMMUNICATIONS AND FINANCE STATISTICS: RANDOM MATRIX THEORY AND ITS APPLICATIONS by Zhidong Bai, Fang Zhaoben, Ying-Chang Liang ( 9789814579056 )

Item Details

Title:

SPECTRAL THEORY OF LARGE DIMENSIONAL RANDOM MATRICES AND ITS APPLICATIONS TO WIRELESS COMMUNICATIONS AND FINANCE STATISTICS: RANDOM MATRIX THEORY AND ITS APPLICATIONS

By:

Zhidong Bai, Fang Zhaoben, Ying-Chang Liang

Format:

Hardback

List price:

£81.00

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£72.90

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10% off

You save:

£8.10

ISBN 10:

981457905X

ISBN 13:

9789814579056

Availability:

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Publisher:

WORLD SCIENTIFIC PUBLISHING CO PTE LTD

Pub. date:

27 January, 2014

Pages:

232

Synopsis:

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.

Publication:

Singapore

Imprint:

World Scientific Publishing Co Pte Ltd

Returns:

Returnable

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