The aim of the book is to introduce basic concepts, main results, and widely applied mathematical tools in the spectral analysis of large dimensional random matrices. While deriving the main results, the book will simultaneously emphasize the ideas and methodologies of the fundamental mathematical tools, among them being: truncation techniques, matrix transformations, moment convergence theorems, and the Stieltjes transform. This book is especially fitting to the needs of mathematics and statistic graduate students, and beginning researchers.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.