Spectral analysis of large dimensional random matrices /

The aim of the book is to introduce basic concepts, main results, and widely applied mathematical tools in the spectral analysis of large dimensional random matrices. The core of the book focuses on results established under moment conditions on random variables using probabilistic methods, and is t...

Full description

Bibliographic Details
Main Author:	Bai, Zhidong
Other Authors:	Silverstein, Jack W (Jack William), 1949-, Silverstein, Jack W
Format:	Book
Language:	English
Published:	New York ; London : Springer, 2010 New York ; London : c2010
Edition:	2nd ed
Series:	Springer series in statistics Springer series in statistics
Subjects:	Mathematical statistics Random matrices Spectrum analysis Statistics Matrix > (Math.) > Spektraldarstellung Spektraldarstellung > Matrix (Math.) Spektralanalyse (Stochastik) Stochastische Matrix

Internet

University of Chicago

Holdings details from University of Chicago
Call Number:	QA188 .B33 2010

Harvard University

Holdings details from Harvard University
Call Number:	QA188 .B33 2010

Dartmouth College

Holdings details from Dartmouth College
Call Number:	QA188 .B33 2010

Cornell University

Holdings details from Cornell University
Call Number:	QA188 .B33 2010

Princeton University

Holdings details from Princeton University
Call Number:	QA188 .B33 2010

Columbia University

Holdings details from Columbia University
Call Number:	QA188 .B33 2010

Brown University

Holdings details from Brown University
Call Number:	QA188 .B33 2010