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Spectral Analysis of Large Dimensional Random Matrices Book

Spectral Analysis of Large Dimensional Random Matrices
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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 va, Spectral Analysis of Large Dimensional Random Matrices
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  • Spectral Analysis of Large Dimensional Random Matrices
  • Written by author Zhidong Bai
  • Published by Springer-Verlag New York, LLC, 7/1/2012
  • 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 va
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Book Categories

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Introduction.- Wigner matrices and semicircular law.- Sample covariance matrices and the Marcenko-Pastur law.- Product of two random matrices.- Limits of extreme eigenvalues.- Spectrum separation.- Semicircle law for Hadamard products.- Convergence rates of ESD.- CLT for linear spectral statistics.- Eigenvectors of sample covariance matrices.- Circular law.- Some applications of RMT.


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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 va, Spectral Analysis of Large Dimensional Random Matrices

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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 va, Spectral Analysis of Large Dimensional Random Matrices

Spectral Analysis of Large Dimensional Random Matrices

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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 va, Spectral Analysis of Large Dimensional Random Matrices

Spectral Analysis of Large Dimensional Random Matrices

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