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Spectral Theory Of Large Dimensional Random Matrices And Its Applications To Wireless Communications And Finance Statistics

SPECTRAL THEORY OF LARGE DIMENSNL RNDM MTRCS & ITS APPS

Mathematics

Mathematics & Science

Probability & Statistics

Gt Product Group

Binding Format

Marketing Imprint Name

B2B GT

CL Carton Count

Imprint Name

B2B & B2C

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.

POST SECONDARY FOUR YEAR

COLFR

COLSO

COLJR

COLSR

Duration

Duration Unit Of Measure

Transaction Type

Front Cover.
Half Title Page.
Title Page.
Copyright Page.
Dedication.
Preface.
Contents.
1: Introduction.
2: Limiting Spectral Distributions.
3: Extreme Eigenvalues.
4: Central Limit Theorems of Linear Spectral Statistics.
5: Limiting Behavior of Eigenmatrix of Sample Covariance Matrix.
6: Wireless Communications.
7: Limiting Performances of Linear and Iterative Receivers.
8: Application to Finance.
References.
Index.

Spectral Theory Of Large Dimensional Random Matrices And Its Applications To Wireless Communications And Finance Statistics.css-1p8rvzy{position:absolute;padding-left:8px;}

Spectral Theory Of Large Dimensional Random Matrices And Its Applications To Wireless Communications And Finance Statistics