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...
| Main Authors: | , |
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| Format: | Electronic |
| Language: | English |
| Published: |
New York, NY :
Springer New York,
2010.
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| Series: | Springer Series in Statistics,
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| Subjects: | |
| Online Access: | https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-1-4419-0661-8 |