05146nam 2200649 a 450 991078072720332120210729011024.01-282-75804-79786612758041981-4273-12-0(CKB)2490000000001606(EBL)1679389(OCoLC)671648582(SSID)ssj0000426666(PQKBManifestationID)12104272(PQKBTitleCode)TC0000426666(PQKBWorkID)10390105(PQKB)11523735(MiAaPQ)EBC1679389(WSP)00007285(Au-PeEL)EBL1679389(CaPaEBR)ebr10422343(CaONFJC)MIL275804(EXLCZ)99249000000000160620091211d2009 uy 0engurcn|||||||||txtccrRandom matrix theory and its applications[electronic resource] multivariate statistics and wireless communications /editors, Zhidong Bai, Yang Chen, Ying-Chang LiangHackensack, N.J. World Scientificc20091 online resource (176 p.)Lecture notes series, Institute for Mathematical Sciences, National University of Singapore,1793-0758 ;v. 18Description based upon print version of record.981-4273-11-2 Includes bibliographical references.CONTENTS; Foreword; Preface; The Stieltjes Transform and its Role in Eigenvalue Behavior of Large Dimensional Random Matrices Jack W. Silverstein; 1. Introduction; 2. Why These Theorems are True; 3. The Other Equations; 4. Proof of Uniqueness of (1.1); 5. Truncation and Centralization; 6. The Limiting Distributions; 7. Other Uses of the Stieltjes Transform; References; Beta Random Matrix Ensembles Peter J. Forrester; 1. Introduction; 1.1. Log-gas systems; 1.2. Quantum many body systems; 1.3. Selberg correlation integrals; 1.4. Correlation functions; 1.5. Scaled limits2. Physical Random Matrix Ensembles 2.1. Heavy nuclei and quantum mechanics; 2.2. Dirac operators and QCD; 2.3. Random scattering matrices; 2.4. Quantum conductance problems; 2.5. Eigenvalue p.d.f.'s for Hermitian matrices; 2.6. Eigenvalue p.d.f.'s for Wishart matrices; 2.7. Eigenvalue p.d.f.'s for unitary matrices; 2.8. Eigenvalue p.d.f.'s for blocks of unitary matrices; 2.9. Classical random matrix ensembles; 3. -Ensembles of Random Matrices; 3.1. Gaussian ensemble; 4. Laguerre Ensemble; 5. Recent Developments; Acknowledgments; ReferencesFuture of Statistics Zhidong Bai and Shurong Zheng 1. Introduction; 2. A Multivariate Two-Sample Problem; 2.1. Asymptotic power of T 2 test; 2.2. Dempster's NET; 2.3. Bai and Saranadasa's ANT; 2.4. Conclusions and simulations; 3. A Likelihood Ratio Test on Covariance Matrix; 3.1. Classical tests; 3.2. Random matrix theory; 3.3. Testing based on RMT limiting CLT; 3.4. Simulation results; 4. Conclusions; Acknowledgment; References; The and Shannon Transforms: A Bridge between Random Matrices and Wireless Communications Antonia M. Tulino; 1. Introduction; 2. Wireless Communication Channels3. Why Asymptotic Random Matrix Theory? 4. η and Shannon Transforms: Theory and Applications; 5. Applications to Wireless Communications; 5.1. CDMA; 5.1.1. DS-CDMA frequency-flat fading; 5.1.2. Multi-carrier CDMA; 5.2. Multi-antenna channels; 5.3. Separable correlation model; 5.4. Non-separable correlation model; 5.5. Non-ergodic channels; References; The Replica Method in Multiuser Communications Ralf R. Muller; 1. Introduction; 2. Self Average; 3. Free Energy; 4. The Meaning of the Energy Function; 5. Replica Continuity; 6. Saddle Point Integration; 7. Replica Symmetry8. Example: Analysis of Large CDMA Systems 8.1. Gaussian prior distribution; 8.2. Binary prior distribution; 8.3. Arbitrary prior distribution; 9. Phase Transitions; ReferencesRandom matrix theory has a long history, beginning in the first instance in multivariate statistics. It was used by Wigner to supply explanations for the important regularity features of the apparently random dispositions of the energy levels of heavy nuclei. The subject was further deeply developed under the important leadership of Dyson, Gaudin and Mehta, and other mathematical physicists. In the early 1990's, random matrix theory witnessed applications in string theory and deep connections with operator theory, and the integrable systems were established by Tracy and Widom. More recently,Lecture notes series (National University of Singapore. Institute for Mathematical Sciences) ;v. 18.Random matricesRandom matrices.512.9434Bai Zhidong614432Chen Yang(Mathematics teacher)1519845Liang Ying-Chang899604MiAaPQMiAaPQMiAaPQBOOK9910780727203321Random matrix theory and its applications3758150UNINA