Spectral Analysis of Large Dimensional Random Matrices formatIsbn:Softcover - 9781461425922 ISBN 90-277 -1776-1]

ISBN 90-277 -1776-1]

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Spectral Analysis of Large Dimensional Random Matrices formatIsbn:Softcover - 9781461425922 ISBN 90-277 -1776-1]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