scientific article; zbMATH DE number 1301466
The author writes in his preface ``The main purpose of this book is to give a new and contemporary introduction to the statistical analysis of random arrays. This is a compendium of the main results on arrays of random matrices collected from various sources including a large amount of contributions from the author to this topic. The results in each chapter are too technical to describe here. They include topics describing the main techniques of calculations of distributions of eigenvalues and eigenvectors of random matrices and the study of asymptotic properties of the spectrum of random matrices. The author also develops what he calls the theory of ``general statistical analysis (GSA). He studies statistical inference problems for a system where the number of parameters in the model can increase with the number of observations of the system. The book is mainly a resource for research workers working in the theory of random matrices and it is up to date. Unfortunately, the cost of the book is prohibitive for purchase by an individual. It might be a good addition to a library.
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- VICTORIA transform, RESPECT and REFORM methods for the proof of the G-elliptic law under G-Lindeberg condition and twice stochastic condition for the variances and covariances of the entries of some random matrices
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