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This book collects a series of foundational lectures introducing the theory of large random matrices and explores how those theoretical results apply to multivariate statistics and modern wireless communications. It covers both classical random-matrix ensembles and advanced spectral-analysis tools, and demonstrates applications in areas such as sample covariance matrices, eigenvalue distributions, information-theoretic limits of wireless channels, and large-dimensional data analysis.
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Publisher: Praeger
Publishing Year: 2009
ISBN: 9780275980986
Pages: 165