Spectral theory of large dimensional random matrices and its applications to wireless communications and finance statistics : random matrix theory and its applications /

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 mome...

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Bibliographic Details
Main Authors: Bai, Zhidong (Author), Fang, Zhaoben (Author), Liang, Ying-Chang (Author)
Format: Book
Language:English
Published: Singapore : World Scientific Publishing Co. Pte Ltd, [2014]
Subjects: