Random Matrix Theory and its Applications
by
Zhidong Bai, Zhaoben Fang, Ying-Chang Liang
Language: English
Release Date: January 24, 2014
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...