Description

Book 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.

Table of Contents
Introduction; Limiting Spectral Distributions; Extreme Eigenvalues; CLT of LSS; Limiting Behavior of Eigenmatrix of Sample Covariance Matrix; Wireless Communications; Limiting Performances of Linear and Iterative Receivers; Applications to Finance.

Spectral Theory Of Large Dimensional Random

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    A Hardback by Zhaoben Fang, Ying-chang Liang, Zhidong Bai

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      Publisher: World Scientific Publishing Co Pte Ltd
      Publication Date: 24/04/2014
      ISBN13: 9789814579056, 978-9814579056
      ISBN10: 981457905X

      Description

      Book 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.

      Table of Contents
      Introduction; Limiting Spectral Distributions; Extreme Eigenvalues; CLT of LSS; Limiting Behavior of Eigenmatrix of Sample Covariance Matrix; Wireless Communications; Limiting Performances of Linear and Iterative Receivers; Applications to Finance.

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