Bai, Zhidong.

Spectral analysis of large dimensional random matrices [electronic resource] / by Zhidong Bai, Jack W. Silverstein. - 2nd ed. - New York, NY : Springer Science+Business Media, LLC, 2010. - xvi, 551 p. : ill., digital ; 24 cm. - Springer series in statistics, 0172-7397 .

9781441906618 (electronic bk.) 9781441906601 (paper)


Random matrices.
Spectrum analysis.
Statistics.
Statistical Theory and Methods.

QA188 / .B35 2010

512.9434