Spectral Analysis of Large Dimensional Random Matrices - Bai, Zhidong a Silverstein, Jack W.

Name: Spectral Analysis of Large Dimensional Random Matrices - Bai, Zhidong a Silverstein, Jack W.
Brand: Springer-Verlag New York Inc.

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This book introduces basic concepts, main results and widely-applied mathematical tools in the spectral analysis of large dimensional random matrices. This updated edition includes two new chapters and summaries from the field of random matrix theory.

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