Spectral theory of large dimensional random matrices and its applications to wireless communications and finance : random matrix theory and its applications
Zhidong Bai; Zhaoben Fang; Ying-Chang Liang
| Year of publication: |
2014
|
|---|---|
| Authors: | Bai, Zhidong ; Fang, Zhaoben ; Liang, Ying-Chang |
| Publisher: |
Singapore [u.a.] : World Scientific Publishing Company |
| Subject: | Spektraltheorie | Stochastische Matrix | Funknetz | Finanzmathematik |
| Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] |
| Extent: | XI, 220 S. graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 201 - 215 Limiting spectral distributionsExtreme 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. |
| ISBN: | 978-981-4579-05-6 |
| Classification: | Operatortheorie ; Wahrscheinlichkeitsrechnung ; Hochfrequenztechnik, Funktechnik ; Investition, Finanzierung ; Angewandte Mathematik |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010482560