| 名称 | Spectral Theory of Large Dimensional Random Matrices and Its Applications to Wireless Communications and Finance: Random Matrix Theory and Its Applications |
| 作者 | Zhidong Bai, Zhaoben Fang, Ying-Chang Liang |
| 出版商 | World Scientific Publishing Company Incorporated, 2014 |
图书介绍:
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.
Readership: Graduate students and researchers in random matrices.
图书封面和目录:
刚出不久的新书,喜欢高维矩阵理论的朋友欢迎下载啊!搬运有点辛苦,所以收点论坛币,望各位理解!
Zhidong Bai, Zhaoben Fang, Ying-Chang Liang-Spectral Theory of Large Dimensional.pdf
(1.57 MB, 需要: 5 个论坛币)


雷达卡





京公网安备 11010802022788号







