大维随机矩阵的谱分析

出版者:科学出版社发行部

作者:Zhidong Bai Jack W.Silverstein

页数:393

出版时间:2006-9

价格:80.00元

isbn号码:9787030177667

丛书系列:Mathematics Monograph Series

图书标签:StochasticsStatisticsMathematicsFinance

《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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高维统计分析概率角度的经典之作

高维统计分析概率角度的经典之作

高维统计分析概率角度的经典之作

高维统计分析概率角度的经典之作

高维统计分析概率角度的经典之作