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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

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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 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.

About This Edition

ISBN: 9789814579056
Publication date:
Author: Zhaoben Univ Of Sci Tech Of China, China Fang, Yingchang Inst For Infocomm Research, Spore Liang, Zhidong Northea Bai
Publisher: World Scientific Publishing Co Pte Ltd
Format: Hardback
Pagination: 232 pages
Genres: Probability and statistics
WAP (wireless) technology