Random Matrix Theory and Its Applications: Multivariate Statistics and Wireless Communications

Zhidong Bai, Yang Chen, Ying-Chang Liang

ISBN 10: 9814273112 / ISBN 13: 9789814273114

Edité par World Scientific Publishing Company, 2009

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Titre : Random Matrix Theory and Its Applications: ...

Éditeur : World Scientific Publishing Company

Date d'édition : 2009

Reliure : Couverture rigide

Etat : Brand New

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Synopsis :

Random matrix theory has a long history, beginning in the first instance in multivariate statistics. It was used by Wigner to supply explanations for the important regularity features of the apparently random dispositions of the energy levels of heavy nuclei. The subject was further deeply developed under the important leadership of Dyson, Gaudin and Mehta, and other mathematical physicists. In the early 1990s, random matrix theory witnessed applications in string theory and deep connections with operator theory, and the integrable systems were established by Tracy and Widom. More recently, the subject has seen applications in such diverse areas as large dimensional data analysis and wireless communications. This volume contains chapters written by the leading participants in the field which will serve as a valuable introduction into this very exciting area of research.