Spectral Theory Of Large Dimensional Random Matrices And Its Applications To Wireless Communications And Finance Statistics: Random Matrix Theory And Its Applications
Author:   Zhaoben Fang (Univ Of Sci & Tech Of China, China) ,  Ying-chang Liang (Inst For Infocomm Research, S'pore) ,  Zhidong Bai (Northeast Normal Univ, China & Nus, S'pore)
Publisher:   World Scientific Publishing Co Pte Ltd
ISBN:  

9789814579056


Pages:   232
Publication Date:   24 April 2014
Format:   Hardback
Availability:   In Print   Availability explained
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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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Overview

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.

Full Product Details

Author:   Zhaoben Fang (Univ Of Sci & Tech Of China, China) ,  Ying-chang Liang (Inst For Infocomm Research, S'pore) ,  Zhidong Bai (Northeast Normal Univ, China & Nus, S'pore)
Publisher:   World Scientific Publishing Co Pte Ltd
Imprint:   World Scientific Publishing Co Pte Ltd
Dimensions:   Width: 16.00cm , Height: 2.10cm , Length: 23.30cm
Weight:   0.558kg
ISBN:  

9789814579056


ISBN 10:   981457905
Pages:   232
Publication Date:   24 April 2014
Audience:   College/higher education ,  Postgraduate, Research & Scholarly
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

Table of Contents

Introduction; Limiting Spectral Distributions; Extreme Eigenvalues; CLT of LSS; Limiting Behavior of Eigenmatrix of Sample Covariance Matrix; Wireless Communications; Limiting Performances of Linear and Iterative Receivers; Applications to Finance.

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