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

907 kr
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Om denne bog
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.
Product detaljer
Sprog:
Engelsk
Sider:
232
ISBN-13:
9789814579056
Indbinding:
Hardback
Udgave:
ISBN-10:
981457905X
Udg. Dato:
24 apr 2014
Længde:
0mm
Bredde:
0mm
Højde:
0mm
Forlag:
World Scientific Publishing Co Pte Ltd
Oplagsdato:
24 apr 2014
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