Bai, Zhidong
Spectral Analysis of Large Dimensional Random Matrices
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
Avainsanat: Statistics, Statistical Theory and Methods
- Tekijä(t)
- Bai, Zhidong
- Silverstein, Jack W.
- Julkaisija
- Springer
- Julkaisuvuosi
- 2010
- Kieli
- en
- Painos
- 1
- Sarja
- Springer Series in Statistics
- Sivumäärä
- 16 sivua
- Kategoria
- Eksaktit luonnontieteet
- Tiedostomuoto
- E-kirja
- eISBN (PDF)
- 9781441906618