Spectral analysis of large dimensional random matrices
Auteur :
Bai, Zhidong / Silverstein, Jack W.
Éditeur :
Springer-Verlag New York Inc.
ISBN :
9781441906601
Date de publication :
21 déc. 2009
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
USA
This book introduces basic concepts, main results and widely-applied mathematical tools in the spectral analysis of large dimensional random matrices. This updated edition includes two new chapters and summaries from the field of random matrix theory.