DMCA
Methodologies in spectral analysis of large dimensional random matrices, a review (1999)
| Venue: | STATIST. SINICA |
| Citations: | 453 - 39 self |
BibTeX
@MISC{Bai99methodologiesin,
author = {Z. D. Bai},
title = {Methodologies in spectral analysis of large dimensional random matrices, a review},
year = {1999}
}
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Abstract
In this paper, we give a brief review of the theory of spectral analysis of large dimensional random matrices. Most of the existing work in the literature has been stated for real matrices but the corresponding results for the complex case are also of interest, especially for researchers in Electrical and Electronic Engineering. Thus, we convert almost all results to the complex case, whenever possible. Only the latest results, including some new ones, are stated as theorems here. The main purpose of the paper is to show how important methodologies, or mathematical tools, have helped to develop the theory. Some unsolved problems are also stated.
Keyphrases
large dimensional random matrix spectral analysis previous paper complex case important methodology circular law mathematical tool corresponding result spectral radius new one brief review noncentral hermitian matrix key word complex random matrix electronic engineering unsolved problem real matrix main purpose random matrix
