Description: Further DetailsTitle: Spectral Theory Of Large Dimensional Random Matrices And Its Applications To Wireless Communications And Finance Statistics: Random Matrix Theory And Its ApplicationsCondition: NewEAN: 9789814579056ISBN: 9789814579056Publisher: World Scientific Publishing Co Pte LtdFormat: HardbackRelease Date: 04/24/2014Description: 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.Language: EnglishCountry/Region of Manufacture: SGAuthor: Ying-chang Liang, Zhidong Bai, Zhaoben FangGenre: Science Nature & MathTopic: Technology & EngineeringRelease Year: 2014 Missing Information?Please contact us if any details are missing and where possible we will add the information to our listing.
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Book Title: Spectral Theory Of Large Dimensional Random Matrices And Its Appl
Title: Spectral Theory Of Large Dimensional Random Matrices And Its Appl
EAN: 9789814579056
ISBN: 9789814579056
Release Date: 04/24/2014
Release Year: 2014
Country/Region of Manufacture: SG
Genre: Science Nature & Math
Topic: Technology & Engineering
Number of Pages: 220 Pages
Language: English
Publication Name: Spectral Theory of Large Dimensional Random Matrices and Its Applications to Wireless Communications and Finance Statistics : Random Matrix Theory and Its Applications
Publisher: World Industries Scientific Publishing Co Pte LTD
Subject: Data Transmission Systems / Wireless, Probability & Statistics / General, Matrices, Applied
Item Height: 0.8 in
Publication Year: 2014
Type: Textbook
Item Length: 9.2 in
Author: Zhaoben Fang, Zhidong Bai, Ying-Chang Liang
Subject Area: Mathematics, Computers
Item Width: 6.3 in
Format: Hardcover