Spectral theory of large dimensional random matrices and its applications to wireless communications and finance statistics: random matrix theory and its applications
Gespeichert in:
| 1. Verfasser: | |
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
[Anhui]
World Scientific
[2014]
|
| Schlagworte: | |
| Online-Zugang: | TUM01 Volltext |
| Beschreibung: | "This work is originally published by University of Science and Technology of China Press in 2010"--Title page verso Print version record |
| Beschreibung: | 1 online resource (xi, 220 pages) illustrations |
| ISBN: | 9789814579063 9814579068 9789814579056 981457905X |
Internformat
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| 100 | 1 | |a Bai, Zhidong |d 1943- |e Verfasser |0 (DE-588)140643133 |4 aut | |
| 245 | 1 | 0 | |a Spectral theory of large dimensional random matrices and its applications to wireless communications and finance statistics |b random matrix theory and its applications |c Zhidong Bai, Zhaoben Fang, Ying-Chang Liang |
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| 500 | |a "This work is originally published by University of Science and Technology of China Press in 2010"--Title page verso | ||
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| 505 | 8 | |a 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 .. | |
| 505 | 8 | |a Limiting spectral distributions -- Extreme eigenvalues -- Central limit theorems of linear spectral statistics -- Limiting behavior of eigenmatrix of sample covariance matrix -- Wireless communications -- limiting performances of linear and iterative receivers -- Application to finance | |
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Datensatz im Suchindex
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| author | Bai, Zhidong 1943- |
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| contents | 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 .. Limiting spectral distributions -- Extreme eigenvalues -- Central limit theorems of linear spectral statistics -- Limiting behavior of eigenmatrix of sample covariance matrix -- Wireless communications -- limiting performances of linear and iterative receivers -- Application to finance |
| ctrlnum | (OCoLC)873140220 (DE-599)BVBBV043027728 |
| dewey-full | 519.2 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2 |
| dewey-search | 519.2 |
| dewey-sort | 3519.2 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| format | Electronic eBook |
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| id | DE-604.BV043027728 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T07:15:24Z |
| institution | BVB |
| isbn | 9789814579063 9814579068 9789814579056 981457905X |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028452381 |
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| physical | 1 online resource (xi, 220 pages) illustrations |
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| publishDate | 2014 |
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| publisher | World Scientific |
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| spelling | Bai, Zhidong 1943- Verfasser (DE-588)140643133 aut Spectral theory of large dimensional random matrices and its applications to wireless communications and finance statistics random matrix theory and its applications Zhidong Bai, Zhaoben Fang, Ying-Chang Liang [Anhui] World Scientific [2014] © 2014 1 online resource (xi, 220 pages) illustrations txt rdacontent c rdamedia cr rdacarrier "This work is originally published by University of Science and Technology of China Press in 2010"--Title page verso Print version record 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 .. Limiting spectral distributions -- Extreme eigenvalues -- Central limit theorems of linear spectral statistics -- Limiting behavior of eigenmatrix of sample covariance matrix -- Wireless communications -- limiting performances of linear and iterative receivers -- Application to finance Matrices Anwendung (DE-588)4196864-5 gnd rswk-swf Spektralanalyse Stochastik (DE-588)4056125-2 gnd rswk-swf Stochastische Matrix (DE-588)4057624-3 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Funknetz (DE-588)4216130-7 gnd rswk-swf Stochastische Matrix (DE-588)4057624-3 s Spektralanalyse Stochastik (DE-588)4056125-2 s Funknetz (DE-588)4216130-7 s Finanzmathematik (DE-588)4017195-4 s Anwendung (DE-588)4196864-5 s 1\p DE-604 Fang, Zhaoben Sonstige (DE-588)1055925112 oth Liang, Ying-Chang Sonstige (DE-588)1055925651 oth Erscheint auch als Druck-Ausgabe Bai, Zhidong Spectral theory of large dimensional random matrices and its applications to wireless communications and finance statistics http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=711766 Aggregator Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Bai, Zhidong 1943- 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 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 .. Limiting spectral distributions -- Extreme eigenvalues -- Central limit theorems of linear spectral statistics -- Limiting behavior of eigenmatrix of sample covariance matrix -- Wireless communications -- limiting performances of linear and iterative receivers -- Application to finance Matrices Anwendung (DE-588)4196864-5 gnd Spektralanalyse Stochastik (DE-588)4056125-2 gnd Stochastische Matrix (DE-588)4057624-3 gnd Finanzmathematik (DE-588)4017195-4 gnd Funknetz (DE-588)4216130-7 gnd |
| subject_GND | (DE-588)4196864-5 (DE-588)4056125-2 (DE-588)4057624-3 (DE-588)4017195-4 (DE-588)4216130-7 |
| title | Spectral theory of large dimensional random matrices and its applications to wireless communications and finance statistics random matrix theory and its applications |
| title_auth | Spectral theory of large dimensional random matrices and its applications to wireless communications and finance statistics random matrix theory and its applications |
| title_exact_search | Spectral theory of large dimensional random matrices and its applications to wireless communications and finance statistics random matrix theory and its applications |
| title_full | Spectral theory of large dimensional random matrices and its applications to wireless communications and finance statistics random matrix theory and its applications Zhidong Bai, Zhaoben Fang, Ying-Chang Liang |
| title_fullStr | Spectral theory of large dimensional random matrices and its applications to wireless communications and finance statistics random matrix theory and its applications Zhidong Bai, Zhaoben Fang, Ying-Chang Liang |
| title_full_unstemmed | Spectral theory of large dimensional random matrices and its applications to wireless communications and finance statistics random matrix theory and its applications Zhidong Bai, Zhaoben Fang, Ying-Chang Liang |
| title_short | Spectral theory of large dimensional random matrices and its applications to wireless communications and finance statistics |
| title_sort | spectral theory of large dimensional random matrices and its applications to wireless communications and finance statistics random matrix theory and its applications |
| title_sub | random matrix theory and its applications |
| topic | Matrices Anwendung (DE-588)4196864-5 gnd Spektralanalyse Stochastik (DE-588)4056125-2 gnd Stochastische Matrix (DE-588)4057624-3 gnd Finanzmathematik (DE-588)4017195-4 gnd Funknetz (DE-588)4216130-7 gnd |
| topic_facet | Matrices Anwendung Spektralanalyse Stochastik Stochastische Matrix Finanzmathematik Funknetz |
| url | http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=711766 |
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