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METHODOLOGIES IN SPECTRAL ANALYSIS OF LARGE DIMENSIONAL RANDOM MATRICES, A REVIEW
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.
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Cited by
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An Introduction to Random Matrices
Anderson, G. W., Guionnet, A., & Zeitouni, O. (2009) · Cambridge University Press eBooks · doi:10.1017/cbo9780511801334 · Cited by 1,281
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Zhang, C.-H., & Huang, J. (2008) · The Annals of Statistics · doi:10.1214/07-aos520 · Cited by 506
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Metadata
- Authors
- Bai, Z. D.
- Venue
- Advances in Statistics
- Publisher
- WORLD SCIENTIFIC
- Published
- 2008-02
- Pages
- 174-240
- ISSN
- 2314-8314 (ISSN-L)
- OpenAlex
- W2136118086
- Cited by
- 627
- References
- 0
- FWCI
- 121.88
- Type
- conference paper
- Language
- en
- Open access
- closed
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- CoChat. (2026). Citation check: METHODOLOGIES IN SPECTRAL ANALYSIS OF LARGE DIMENSIONAL RANDOM MATRICES, A REVIEW. https://app.cochat.ai/papers/10.1142/9789812793096_0015
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- Bai, Z. D. (2008). METHODOLOGIES IN SPECTRAL ANALYSIS OF LARGE DIMENSIONAL RANDOM MATRICES, A REVIEW. Advances in Statistics. https://doi.org/10.1142/9789812793096_0015
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