Spectral Analysis of Large Dimensional Random Matrices

Spectral Analysis of Large Dimensional Random Matrices by Zhidong Bai, Jack W. Silverstein.

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...

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Bibliographic Details
Main Authors: Bai, Zhidong (Author), Silverstein, Jack W. (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: New York, NY : Springer New York : Imprint: Springer, 2010.
Edition:2nd ed. 2010.
Series:Springer Series in Statistics,
Springer eBook Collection.
Subjects:
Statistics .
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Call Number: E-Book
Status: Available

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