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

DOI10.1142/9049zbMath1288.15046MaRDI 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

monograph; wireless communications; random matrix theory; central limit theorems; finance; spectral analysis of matrices

Mathematics Subject Classification ID

60B20: Random matrices (probabilistic aspects)

15A18: Eigenvalues, singular values, and eigenvectors

91G80: Financial applications of other theories

15B52: Random matrices (algebraic aspects)

94A05: Communication theory

15-02: Research exposition (monographs, survey articles) pertaining to linear algebra