《大維隨機矩陣的譜分析》是2010年科學出版社出版的圖書,作者是Zhidong Bai、 Jack W. Silverstein。
基本介紹
- 中文名:大維隨機矩陣的譜分析
- 作者:Zhidong Bai、 Jack W. Silverstein
- 出版社:科學出版社
- 出版時間:2010年3月
- ISBN:9787030267771
內容簡介
圖書目錄
- Preface to the Second Edition
- Preface to the First Edition
- 1 Introduction
- 2 Wigner Matrices and Semicircular Law
- 3 Sample Covariance Matrices and the Marcenko-Pastur Law
- 4 Product of Two Random Matrices
- 5 Limits of Extreme Eigenvalues
- 6 Spectrum Separation
- 7 Semicircular Law for Hadamard Products
- 8 Convergence Rates of ESD
- 9 CLT for Linear Spectral Statistics
- 10 Eigenvectors of Sample Covariance Matrices
- 11 Circular Law
- 12 Some Applications of RMT
- A Some Results in Linear Algebra
- B Miscellanies
- Relevant Literature
- Index