Bai, Zhidong.

Spectral analysis of large dimensional random matrices / Zhidong Bai, Jack W. Silverstein. - 2nd ed. - New York ; London : Springer, 2010. - xvi, 551 p. : ill. ; 25 cm. - Springer series in statistics . - Springer series in statistics. .

Includes bibliographical references (p. 533-546) and index.

9781441906601 (hbk.) 1441906606 (hbk.)

2009942423

GBA9A9003 bnb

015415422 Uk


Random matrices.
Spectrum analysis.

QA188 / .B33 2010

512.9434

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