Spectral Analysis of Large Dimensional Random Matrices

• Κύριοι συγγραφείς: Bai, Zhidong (Συγγραφέας), Silverstein, Jack W. (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: New York, NY : Springer New York, 2010.
• Σειρά: Springer Series in Statistics,
• Θέματα: Statistics.; Statistical Theory and Methods.

The aim of the book is to introduce basic concepts, main results, and widely applied mathematical tools in the spectral analysis of large dimensional random matrices. The core of the book focuses on results established under moment conditions on random variables using probabilistic methods, and is t...