Spectral Analysis of Large Dimensional Random Matrices (Record no. 110233)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 04209nam a22004455i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 978-1-4419-0661-8 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | DE-He213 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20140220084503.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr nn 008mamaa |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 100301s2010 xxu| s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781441906618 |
| -- | 978-1-4419-0661-8 |
| 024 7# - OTHER STANDARD IDENTIFIER | |
| Standard number or code | 10.1007/978-1-4419-0661-8 |
| Source of number or code | doi |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | QA276-280 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | PBT |
| Source | bicssc |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | MAT029000 |
| Source | bisacsh |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.5 |
| Edition number | 23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Bai, Zhidong. |
| Relator term | author. |
| 245 10 - TITLE STATEMENT | |
| Title | Spectral Analysis of Large Dimensional Random Matrices |
| Medium | [electronic resource] / |
| Statement of responsibility, etc | by Zhidong Bai, Jack W. Silverstein. |
| 264 #1 - | |
| -- | New York, NY : |
| -- | Springer New York, |
| -- | 2010. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | XVI, 552p. |
| Other physical details | online resource. |
| 336 ## - | |
| -- | text |
| -- | txt |
| -- | rdacontent |
| 337 ## - | |
| -- | computer |
| -- | c |
| -- | rdamedia |
| 338 ## - | |
| -- | online resource |
| -- | cr |
| -- | rdacarrier |
| 347 ## - | |
| -- | text file |
| -- | |
| -- | rda |
| 490 1# - SERIES STATEMENT | |
| Series statement | Springer Series in Statistics, |
| International Standard Serial Number | 0172-7397 |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Wigner Matrices and Semicircular Law -- Sample Covariance Matrices and the Marčenko-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 Covariance Matrices -- Circular Law -- Some Applications of RMT. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | 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 thus easily applicable to statistics and other areas of science. The book introduces fundamental results, most of them investigated by the authors, such as the semicircular law of Wigner matrices, the Marcenko-Pastur law, the limiting spectral distribution of the multivariate F matrix, limits of extreme eigenvalues, spectrum separation theorems, convergence rates of empirical distributions, central limit theorems of linear spectral statistics, and the partial solution of the famous circular law. While deriving the main results, the book simultaneously emphasizes the ideas and methodologies of the fundamental mathematical tools, among them being: truncation techniques, matrix identities, moment convergence theorems, and the Stieltjes transform. Its treatment is especially fitting to the needs of mathematics and statistics graduate students and beginning researchers, having a basic knowledge of matrix theory and an understanding of probability theory at the graduate level, who desire to learn the concepts and tools in solving problems in this area. It can also serve as a detailed handbook on results of large dimensional random matrices for practical users. This second edition includes two additional chapters, one on the authors' results on the limiting behavior of eigenvectors of sample covariance matrices, another on applications to wireless communications and finance. While attempting to bring this edition up-to-date on recent work, it also provides summaries of other areas which are typically considered part of the general field of random matrix theory. Zhidong Bai is a professor of the School of Mathematics and Statistics at Northeast Normal University and Department of Statistics and Applied Probability at National University of Singapore. He is a Fellow of the Third World Academy of Sciences and a Fellow of the Institute of Mathematical Statistics. Jack W. Silverstein is a professor in the Department of Mathematics at North Carolina State University. He is a Fellow of the Institute of Mathematical Statistics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Statistics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Mathematical statistics. |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Statistics. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Statistical Theory and Methods. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Silverstein, Jack W. |
| Relator term | author. |
| 710 2# - ADDED ENTRY--CORPORATE NAME | |
| Corporate name or jurisdiction name as entry element | SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY | |
| Title | Springer eBooks |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Display text | Printed edition: |
| International Standard Book Number | 9781441906601 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Springer Series in Statistics, |
| -- | 0172-7397 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://dx.doi.org/10.1007/978-1-4419-0661-8 |
| 912 ## - | |
| -- | ZDB-2-SMA |
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