Abstract
In recent decades, data sets have become large in both size and dimension, and thus statisticians are confronted with large dimensional data analysis in both theoretical investigation and real applications. Consequently, RMT has found applications to modern statistics and many applied disciplines. As an illustration, we briefly mention some basic concepts and applications in wireless communications and statistical finance.
Keywords
- Orthogonal Frequency Division Multiplex
- Fading Channel
- Channel State Information
- MIMO Channel
- Ergodic Capacity
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
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Bai, Z., Silverstein, J.W. (2010). Some Applications of RMT. In: Spectral Analysis of Large Dimensional Random Matrices. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4419-0661-8_12
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DOI: https://doi.org/10.1007/978-1-4419-0661-8_12
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Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4419-0660-1
Online ISBN: 978-1-4419-0661-8
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