Springer Series in Statistics - Spectral Analysis of Large Dimensional Random Matrices
Latest Publications

TOTAL DOCUMENTS

12

(FIVE YEARS 0)

H-INDEX

1

(FIVE YEARS 0)

Published By Springer New York

9781441906601, 9781441906618

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Product of Two Random Matrices

Springer Series in Statistics - Spectral Analysis of Large Dimensional Random Matrices ◽

10.1007/978-1-4419-0661-8_4 ◽

2009 ◽

pp. 59-89

Author(s):

Zhidong Bai ◽

Jack W. Silverstein

Keyword(s):

Random Matrices

Download Full-text

CLT for Linear Spectral Statistics

Springer Series in Statistics - Spectral Analysis of Large Dimensional Random Matrices ◽

10.1007/978-1-4419-0661-8_9 ◽

2009 ◽

pp. 223-329

Author(s):

Zhidong Bai ◽

Jack W. Silverstein

Keyword(s):

Spectral Statistics

Download Full-text

Convergence Rates of ESD

Springer Series in Statistics - Spectral Analysis of Large Dimensional Random Matrices ◽

10.1007/978-1-4419-0661-8_8 ◽

2009 ◽

pp. 181-221 ◽

Author(s):

Zhidong Bai ◽

Jack W. Silverstein

Keyword(s):

Convergence Rates

Download Full-text

Wigner Matrices and Semicircular Law

Springer Series in Statistics - Spectral Analysis of Large Dimensional Random Matrices ◽

10.1007/978-1-4419-0661-8_2 ◽

2009 ◽

pp. 15-38 ◽

Author(s):

Zhidong Bai ◽

Jack W. Silverstein

Keyword(s):

Wigner Matrices ◽

Semicircular Law

Download Full-text

Limits of Extreme Eigenvalues

Springer Series in Statistics - Spectral Analysis of Large Dimensional Random Matrices ◽

10.1007/978-1-4419-0661-8_5 ◽

2009 ◽

pp. 91-118

Author(s):

Zhidong Bai ◽

Jack W. Silverstein

Keyword(s):

Extreme Eigenvalues

Download Full-text

Eigenvectors of Sample Covariance Matrices

Springer Series in Statistics - Spectral Analysis of Large Dimensional Random Matrices ◽

10.1007/978-1-4419-0661-8_10 ◽

2009 ◽

pp. 331-390

Author(s):

Zhidong Bai ◽

Jack W. Silverstein

Keyword(s):

Covariance Matrices ◽

Sample Covariance Matrices ◽

Sample Covariance

Download Full-text

Circular Law

Springer Series in Statistics - Spectral Analysis of Large Dimensional Random Matrices ◽

10.1007/978-1-4419-0661-8_11 ◽

2009 ◽

pp. 391-431 ◽

Author(s):

Zhidong Bai ◽

Jack W. Silverstein

Keyword(s):

Download Full-text

Introduction

Springer Series in Statistics - Spectral Analysis of Large Dimensional Random Matrices ◽

10.1007/978-1-4419-0661-8_1 ◽

2009 ◽

pp. 1-14 ◽

Author(s):

Zhidong Bai ◽

Jack W. Silverstein

Download Full-text

Semicircular Law for Hadamard Products

Springer Series in Statistics - Spectral Analysis of Large Dimensional Random Matrices ◽

10.1007/978-1-4419-0661-8_7 ◽

2009 ◽

pp. 165-180

Author(s):

Zhidong Bai ◽

Jack W. Silverstein

Keyword(s):

Hadamard Products ◽

Semicircular Law

Download Full-text

Some Applications of RMT

Springer Series in Statistics - Spectral Analysis of Large Dimensional Random Matrices ◽

10.1007/978-1-4419-0661-8_12 ◽

2009 ◽

pp. 433-468

Author(s):

Zhidong Bai ◽

Jack W. Silverstein

Download Full-text