The Resource Spectral analysis of large dimensional random matrices, Zhidong Bai and Jack W. Silverstein, (electronic resource)

Spectral analysis of large dimensional random matrices, Zhidong Bai and Jack W. Silverstein, (electronic resource)

Label
Spectral analysis of large dimensional random matrices
Title
Spectral analysis of large dimensional random matrices
Statement of responsibility
Zhidong Bai and Jack W. Silverstein
Creator
Contributor
Subject
Language
eng
Member of
Additional physical form
Also available in print
Cataloging source
OCoLC
Dewey number
512.9434
Index
index present
LC call number
QA188
LC item number
.B35 2010
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
Series statement
Springer series in statistics
Label
Spectral analysis of large dimensional random matrices, Zhidong Bai and Jack W. Silverstein, (electronic resource)
Publication
Note
Includes index
Bibliography note
Includes bibliographical references and index
http://library.link/vocab/branchCode
  • net
Color
multicolored
Contents
Wigner matrices and semicircular law -- Sample covariance matrices and the Maræcenko-Pastur law -- Product of two random matrices -- Limits of extreme Eigenvalues -- Spectrum separation -- Semicircular law for Hadamard products -- Convergence rates of ESD -- CLT for linear spectral statistics -- Eigenvectors of sample covariances matrices -- Circular law -- Some applications of RMT -- Some results in linear algebra -- Miscellanies
Control code
000048697517
Dimensions
unknown
Edition
2nd ed
Extent
1 online resource
Isbn
9781441906601
http://library.link/vocab/ext/overdrive/overdriveId
978-1-4419-0660-1
http://library.link/vocab/recordID
.b27156229
Specific material designation
remote
System control number
  • (OCoLC)567357069
  • springer1441906606
System details
  • Mode of access: World Wide Web
  • System requirements: Internet connectivity, World Wide Web browser, and Adobe Acrobat reader

Library Locations

    • Deakin University Library - Geelong Waurn Ponds CampusBorrow it
      75 Pigdons Road, Waurn Ponds, Victoria, 3216, AU
      -38.195656 144.304955
Processing Feedback ...