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Spectral Analysis of Large Dimensional Random Matrices

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Cover of 'Spectral Analysis of Large Dimensional Random Matrices'

Table of Contents

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    Book Overview
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    Chapter 1 Introduction
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    Chapter 2 Wigner Matrices and Semicircular Law
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    Chapter 3 Sample Covariance Matrices and the Marčenko-Pastur Law
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    Chapter 4 Product of Two Random Matrices
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    Chapter 5 Limits of Extreme Eigenvalues
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    Chapter 6 Spectrum Separation
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    Chapter 7 Semicircular Law for Hadamard Products
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    Chapter 8 Convergence Rates of ESD
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    Chapter 9 CLT for Linear Spectral Statistics
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    Chapter 10 Eigenvectors of Sample Covariance Matrices
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    Chapter 11 Circular Law
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    Chapter 12 Some Applications of RMT
Attention for Chapter 5: Limits of Extreme Eigenvalues
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