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,.
Spectral Analysis of Large Dimensional Random Matrices (Springer Series in Statistics) book series pdf
Spectral Analysis of Large Dimensional Random Matrices (Springer Series in Statistics) pdf download
Spectral Analysis of Large Dimensional Random Matrices (Springer Series in Statistics) pdf free download
Spectral Analysis of Large Dimensional Random Matrices (Springer Series in Statistics) free ebook pdf epub
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