Please use this identifier to cite or link to this item: https://scholarbank.nus.edu.sg/handle/10635/105220
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dc.titleMethodologies in spectral analysis of large dimensional random matrices, a review
dc.contributor.authorBai, Z.D.
dc.date.accessioned2014-10-28T05:13:07Z
dc.date.available2014-10-28T05:13:07Z
dc.date.issued1999-07
dc.identifier.citationBai, Z.D. (1999-07). Methodologies in spectral analysis of large dimensional random matrices, a review. Statistica Sinica 9 (3) : 611-677. ScholarBank@NUS Repository.
dc.identifier.issn10170405
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/105220
dc.description.abstractIn this paper, we give a brief review of the theory of spectral analysis of large dimensional random matrices. Most of the existing work in the literature has been stated for real matrices but the corresponding results for the complex case are also of interest, especially for researchers in Electrical and Electronic Engineering. Thus, we convert almost all results to the complex case, whenever possible. Only the latest results, including some new ones, are stated as theorems here. The main purpose of the paper is to show how important methodologies, or mathematical tools, have helped to develop the theory. Some unsolved problems are also stated.
dc.sourceScopus
dc.subjectCircular law
dc.subjectComplex random matrix
dc.subjectLargest and smallest eigenvalues of a random matrix
dc.subjectNoncentral Hermitian matrix
dc.subjectSpectral analysis of large dimensional random matrices
dc.subjectSpectral radius
dc.typeArticle
dc.contributor.departmentSTATISTICS & APPLIED PROBABILITY
dc.description.sourcetitleStatistica Sinica
dc.description.volume9
dc.description.issue3
dc.description.page611-677
dc.identifier.isiutNOT_IN_WOS
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