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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 - Couverture rigide
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.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
Présentation de l'éditeur
Practitioners looking for an introduction to the applications of random matrix theory to finance will find this part useful.” Mathematical Reviews Clippings 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.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
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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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ISBN 10 : 981457905X
ISBN 13 : 9789814579056
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Spectral Theory of Large Dimensional Random Matrices and Its Applications to Wireless Communications and Finance Statistics
Edité par
World Scientific Publishing Company, 2014
ISBN 10 : 981457905X
ISBN 13 : 9789814579056
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Spectral Theory of Large Dimensional Random Matrices and Its Applications to Wireless Communications and Finance Statistics
Edité par
World Scientific Publishing Company, 2014
ISBN 10 : 981457905X
ISBN 13 : 9789814579056
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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
Edité par
World Scientific Publishing Company, 2014
ISBN 10 : 981457905X
ISBN 13 : 9789814579056
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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
Edité par
World Scientific Publishing Company, 2014
ISBN 10 : 981457905X
ISBN 13 : 9789814579056
Neuf
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Spectral Theory of Large Dimensional Random Matrices and Its Applications to Wireless Communications and Finance
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ISBN 13 : 9789814579056
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Spectral Theory of Large Dimensional Random Matrices and Its Applications to Wireless Communications and Finance
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ISBN 13 : 9789814579056
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Spectral Theory of Large Dimensional Random Matrices and Its Applications to Wireless Communications and Finance
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World Scientific Publishing Company, Incorporated, 2014
ISBN 10 : 981457905X
ISBN 13 : 9789814579056
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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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World Scientific Publishing Company, 2014
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ISBN 13 : 9789814579056
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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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World Scientific Publishing Company, 2014
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ISBN 13 : 9789814579056
Neuf
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