Spectral Theory of Large Dimensional Random Matrices and Its Applications to Wireless Communications and Finance Statistics

DOI10.1142/9049zbMath1288.15046OpenAlexW4253860734MaRDI QIDQ5397086

Ying-Chang Liang, Zhi-Dong Bai, Zhaoben Fang

Publication date: 19 February 2014

Full work available at URL: https://doi.org/10.1142/9049

zbMATH Keywords

monographwireless communicationsrandom matrix theorycentral limit theoremsfinancespectral analysis of matrices

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Financial applications of other theories (91G80) Random matrices (algebraic aspects) (15B52) Communication theory (94A05) Research exposition (monographs, survey articles) pertaining to linear algebra (15-02)

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