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Spectral Analysis of Large Dimensional Random Matrices (Record no. 22789)

000 -LEADER
fixed length control field 04062nam a22004095i 4500
003 - CONTROL NUMBER IDENTIFIER
control field OSt
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20140310151444.0
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
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number QA276-280
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 519.5
Edition number 23
264 #1 -
-- New York, NY :
-- Springer New York,
-- 2010.
912 ## -
-- ZDB-2-SMA
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Bai, Zhidong.
Relator term author.
245 10 - IMMEDIATE SOURCE OF ACQUISITION NOTE
Title Spectral Analysis of Large Dimensional Random Matrices
Medium [electronic resource] /
Statement of responsibility, etc by Zhidong Bai, Jack W. Silverstein.
300 ## - PHYSICAL DESCRIPTION
Extent XVI, 552p.
Other physical details online resource.
440 1# - SERIES STATEMENT/ADDED ENTRY--TITLE
Title 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.
Topical term or geographic name as entry element Mathematical statistics.
Topical term or geographic name as entry element Statistics.
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
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier http://dx.doi.org/10.1007/978-1-4419-0661-8
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme
Item type E-Book
Copies
Price effective from Permanent location Date last seen Not for loan Date acquired Source of classification or shelving scheme Koha item type Damaged status Lost status Withdrawn status Current location Full call number
2014-04-09AUM Main Library2014-04-09 2014-04-09 E-Book   AUM Main Library519.5