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Bai, Zhidong

Spectral Analysis of Large Dimensional Random Matrices

Bai, Zhidong - Spectral Analysis of Large Dimensional Random Matrices, e-bok

98,95€

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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

Nyckelord: Statistics, Statistical Theory and Methods

Författare
 
Utgivare
Springer
Utgivningsår
2010
Språk
en
Utgåva
1
Serie
Springer Series in Statistics
Sidantal
16 sidor
Kategori
Naturvetenskaper
Format
E-bok
eISBN (PDF)
9781441906618

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