Springer Series in Statistics - Spectral Analysis of Large Dimensional Random Matrices
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9781441906601, 9781441906618
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Wigner Matrices and Semicircular Law

2009 ◽  
pp. 15-38 ◽  
Author(s):  
Zhidong Bai ◽  
Jack W. Silverstein
Keyword(s):  
Wigner Matrices ◽  
Semicircular Law

Convergence Rates of ESD

2009 ◽  
pp. 181-221 ◽  
Author(s):  
Zhidong Bai ◽  
Jack W. Silverstein
Keyword(s):  
Convergence Rates

Product of Two Random Matrices

2009 ◽  
pp. 59-89
Author(s):  
Zhidong Bai ◽  
Jack W. Silverstein
Keyword(s):  
Random Matrices

CLT for Linear Spectral Statistics

2009 ◽  
pp. 223-329
Author(s):  
Zhidong Bai ◽  
Jack W. Silverstein
Keyword(s):  
Spectral Statistics

Limits of Extreme Eigenvalues

2009 ◽  
pp. 91-118
Author(s):  
Zhidong Bai ◽  
Jack W. Silverstein
Keyword(s):  
Extreme Eigenvalues

Circular Law

2009 ◽  
pp. 391-431 ◽  
Author(s):  
Zhidong Bai ◽  
Jack W. Silverstein
Keyword(s):  
Circular Law

Semicircular Law for Hadamard Products

2009 ◽  
pp. 165-180
Author(s):  
Zhidong Bai ◽  
Jack W. Silverstein
Keyword(s):  
Hadamard Products ◽  
Semicircular Law

Some Applications of RMT

2009 ◽  
pp. 433-468
Author(s):  
Zhidong Bai ◽  
Jack W. Silverstein

Introduction

2009 ◽  
pp. 1-14 ◽  
Author(s):  
Zhidong Bai ◽  
Jack W. Silverstein
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