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Bai, Zhidong

Spectral Analysis of Large Dimensional Random Matrices

Bai, Zhidong - Spectral Analysis of Large Dimensional Random Matrices, ebook

111,60€

Ebook, PDF with Adobe DRM
ISBN: 9781441906618
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Table of contents

1. Introduction
Zhidong Bai, Jack W. Silverstein

2. Wigner Matrices and Semicircular Law
Zhidong Bai, Jack W. Silverstein

3. Sample Covariance Matrices and the Marčenko-Pastur Law
Zhidong Bai, Jack W. Silverstein

4. Product of Two Random Matrices
Zhidong Bai, Jack W. Silverstein

5. Limits of Extreme Eigenvalues
Zhidong Bai, Jack W. Silverstein

6. Spectrum Separation
Zhidong Bai, Jack W. Silverstein

7. Semicircular Law for Hadamard Products
Zhidong Bai, Jack W. Silverstein

8. Convergence Rates of ESD
Zhidong Bai, Jack W. Silverstein

9. CLT for Linear Spectral Statistics
Zhidong Bai, Jack W. Silverstein

10. Eigenvectors of Sample Covariance Matrices
Zhidong Bai, Jack W. Silverstein

11. Circular Law
Zhidong Bai, Jack W. Silverstein

12. Some Applications of RMT
Zhidong Bai, Jack W. Silverstein

Keywords: Statistics, Statistical Theory and Methods

Author(s)
 
Publisher
Springer
Publication year
2010
Language
en
Edition
1
Series
Springer Series in Statistics
Category
Natural Sciences
Format
Ebook
eISBN (PDF)
9781441906618

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