SPECTRAL THEORY OF LARGE DIMENSIONAL RANDOM MATRICES AND ITS APPLICATIONS TO WIRELESS COMMUNICATIONS AND FINANCE STATISTICS:RANDOM MATRIX THEORY AND ITS APPLICATIONS

大维随机矩阵谱理论及其在无线通讯和金融中的应用:随机矩阵理论及应用

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原   价:
927.00
售   价:
695.00
发货周期:预计3-5周发货
作      者
出  版 社
出版时间
2014年01月27日
装      帧
精装
ISBN
9789814579056
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页      码
232
语      种
英文
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图书简介
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. Key Features: ○ The book introduces basic theorems in large dimensional random matrices emphasizing those which are established under moment conditions and are thus applicable to statistics ○ The long proofs of some theorems are omitted and their references have been provided ○ Examples of various applications to wireless communications and finance are given
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Yale University Library
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