大维随机矩阵的谱分析

大维随机矩阵的谱分析 pdf epub mobi txt 电子书 下载 2025

出版者:科学出版社发行部
作者:Zhidong Bai Jack W.Silverstein
出品人:
页数:393
译者:
出版时间:2006-9
价格:80.00元
装帧:
isbn号码:9787030177667
丛书系列:Mathematics Monograph Series
图书标签:
  • Stochastics 
  • Statistics 
  • Mathematics 
  • Finance 
  •  
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《大维随机矩阵的谱分析(英文版)》: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. In it we will introduce many of the fundamental results, such as the semicircular law of Wigner matrices, the Marchenko-Pastur law, the limiting spectral distribution of the multivariate F matrix, limits of extremal eigenvalues, spectrum separation theorems, convergence rates of empirical spectral distributions, central limit theorems of linear spectral statistics and the partial solution of the famous circular law. While deriving the main results, the book will simultaneously emphasize the ideas and methodologies of the fundamental mathematical tools, among them being: truncation techniques, matrix transformations, moment convergence theorems, and the Stieltjes transform. Thus, its treatment is especially fitting to the needs of mathematics and statistic graduate students, and beginning researchers, who can learn the basic methodologies and ideas to solve problems in this area.

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