Random Matrix Theory and Wireless Communications PDF Download

Author: Antonia M. Tulino
Publisher: Now Publishers Inc
ISBN: 9781933019000
Category : Computers
Languages : en
Pages : 196

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Book Description
Random Matrix Theory and Wireless Communications is the first tutorial on random matrices which provides an overview of the theory and brings together in one source the most significant results recently obtained.

Author: Zhidong Bai
Publisher: World Scientific
ISBN: 9814467995
Category : Mathematics
Languages : en
Pages : 176

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Book Description
Random 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 1990s, 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, the subject has seen applications in such diverse areas as large dimensional data analysis and wireless communications.This volume contains chapters written by the leading participants in the field which will serve as a valuable introduction into this very exciting area of research.

Author: Zhidong Bai
Publisher: World Scientific Publishing Company Incorporated
ISBN: 9789814273114
Category : Mathematics
Languages : en
Pages : 165

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Book Description
In the early 1990s, 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, the subject has seen applications in such diverse areas as large dimensional data analysis and wireless communications."--pub. desc.

Author: Zhidong Bai
Publisher: Springer Science & Business Media
ISBN: 1441906614
Category : Mathematics
Languages : en
Pages : 560

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Book Description
The aim of the book is to introduce basic concepts, main results, and widely applied mathematical tools in the spectral analysis of large dimensional random matrices. The core of the book focuses on results established under moment conditions on random variables using probabilistic methods, and is thus easily applicable to statistics and other areas of science. The book introduces fundamental results, most of them investigated by the authors, such as the semicircular law of Wigner matrices, the Marcenko-Pastur law, the limiting spectral distribution of the multivariate F matrix, limits of extreme eigenvalues, spectrum separation theorems, convergence rates of empirical distributions, central limit theorems of linear spectral statistics, and the partial solution of the famous circular law. While deriving the main results, the book simultaneously emphasizes the ideas and methodologies of the fundamental mathematical tools, among them being: truncation techniques, matrix identities, moment convergence theorems, and the Stieltjes transform. Its treatment is especially fitting to the needs of mathematics and statistics graduate students and beginning researchers, having a basic knowledge of matrix theory and an understanding of probability theory at the graduate level, who desire to learn the concepts and tools in solving problems in this area. It can also serve as a detailed handbook on results of large dimensional random matrices for practical users. This second edition includes two additional chapters, one on the authors' results on the limiting behavior of eigenvectors of sample covariance matrices, another on applications to wireless communications and finance. While attempting to bring this edition up-to-date on recent work, it also provides summaries of other areas which are typically considered part of the general field of random matrix theory.

Author: Zhaoben Fang
Publisher: World Scientific
ISBN: 9814579076
Category : Mathematics
Languages : en
Pages : 233

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Book Description
The book contains three parts: Spectral theory of large dimensional random matrices; Applications to wireless communications; and Applications to finance. In the first part, we introduce some basic theorems of spectral analysis of large dimensional random matrices that are obtained under finite moment conditions, such as the limiting spectral distributions of Wigner matrix and that of large dimensional sample covariance matrix, limits of extreme eigenvalues, and the central limit theorems for linear spectral statistics. In the second part, we introduce some basic examples of applications of random matrix theory to wireless communications and in the third part, we present some examples of Applications to statistical finance.

Author: Romain Couillet
Publisher: Cambridge University Press
ISBN: 1139504967
Category : Technology & Engineering
Languages : en
Pages : 562

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Book Description
Blending theoretical results with practical applications, this book provides an introduction to random matrix theory and shows how it can be used to tackle a variety of problems in wireless communications. The Stieltjes transform method, free probability theory, combinatoric approaches, deterministic equivalents and spectral analysis methods for statistical inference are all covered from a unique engineering perspective. Detailed mathematical derivations are presented throughout, with thorough explanation of the key results and all fundamental lemmas required for the reader to derive similar calculus on their own. These core theoretical concepts are then applied to a wide range of real-world problems in signal processing and wireless communications, including performance analysis of CDMA, MIMO and multi-cell networks, as well as signal detection and estimation in cognitive radio networks. The rigorous yet intuitive style helps demonstrate to students and researchers alike how to choose the correct approach for obtaining mathematically accurate results.

Author: Gernot Akemann
Publisher: Oxford Handbooks
ISBN: 9780198744191
Category : Mathematics
Languages : en
Pages : 0

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Book Description
With a foreword by Freeman Dyson, the handbook brings together leading mathematicians and physicists to offer a comprehensive overview of random matrix theory, including a guide to new developments and the diverse range of applications of this approach.In part one, all modern and classical techniques of solving random matrix models are explored, including orthogonal polynomials, exact replicas or supersymmetry.

Author: Joel Tropp
Publisher:
ISBN: 9781601988386
Category : Computers
Languages : en
Pages : 256

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Book Description
Random matrices now play a role in many areas of theoretical, applied, and computational mathematics. It is therefore desirable to have tools for studying random matrices that are flexible, easy to use, and powerful. Over the last fifteen years, researchers have developed a remarkable family of results, called matrix concentration inequalities, that achieve all of these goals. This monograph offers an invitation to the field of matrix concentration inequalities. It begins with some history of random matrix theory; it describes a flexible model for random matrices that is suitable for many problems; and it discusses the most important matrix concentration results. To demonstrate the value of these techniques, the presentation includes examples drawn from statistics, machine learning, optimization, combinatorics, algorithms, scientific computing, and beyond.

Author: Weizhu Bao
Publisher: World Scientific
ISBN: 9814360902
Category : Mathematics
Languages : en
Pages : 285

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Book Description
The Institute for Mathematical Sciences at the National University of Singapore hosted a two-month research program on OC Mathematical Theory and Numerical Methods for Computational Materials Simulation and DesignOCO from 1 July to 31 August 2009. As an important part of the program, tutorials and special lectures were given by leading experts in the fields for participating graduate students and junior researchers. This invaluable volume collects four expanded lecture notes with self-contained tutorials. They cover a number of aspects on multiscale modeling, analysis and simulations for problems arising from materials science including some critical components in computational prediction of materials properties such as the multiscale properties of complex materials, properties of defects, interfaces and material microstructures under different conditions, critical issues in developing efficient numerical methods and analytic frameworks for complex and multiscale materials models. This volume serves to inspire graduate students and researchers who choose to embark into original research work in these fields.

Author: James A. Mingo
Publisher: Springer
ISBN: 1493969420
Category : Mathematics
Languages : en
Pages : 343

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Book Description
This volume opens the world of free probability to a wide variety of readers. From its roots in the theory of operator algebras, free probability has intertwined with non-crossing partitions, random matrices, applications in wireless communications, representation theory of large groups, quantum groups, the invariant subspace problem, large deviations, subfactors, and beyond. This book puts a special emphasis on the relation of free probability to random matrices, but also touches upon the operator algebraic, combinatorial, and analytic aspects of the theory. The book serves as a combination textbook/research monograph, with self-contained chapters, exercises scattered throughout the text, and coverage of important ongoing progress of the theory. It will appeal to graduate students and all mathematicians interested in random matrices and free probability from the point of view of operator algebras, combinatorics, analytic functions, or applications in engineering and statistical physics.