文档介绍：Springer Series in Statistics
Advisors:
P. Bickel, P. Diggle, S. Fienberg, U. Gather,
I. Olkin, S. Zeger
For other titles published in this series, go to
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Zhidong Bai
Jack W. Silverstein
Spectral Analysis of Large
Dimensional Random
Matrices
Second Edition
Zhidong Bai Jack W. Silverstein
School of Mathematics and Statistics Department of Mathematics
KLAS MOE Box 8205
Northeast Normal University North Carolina State University
5268 Renmin Street Raleigh, NC 27695-8205
Changchun, Jilin 130024 ******@
China
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Department of Statistics and Applied Probability
National University of Singapore
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Singapore 117546
Singapore
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ISSN 0172-7397
ISBN 978-1-4419-0660-1 e-ISBN 978-1-4419-0661-8
DOI -1-4419-0661-8
Springer New York Dordrecht Heidelberg London
Library of Congress Control Number: 2009942423
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This book is dedicated to:
Professor Calyampudi Radhakrishna Rao’s 90th Birthday
Professor Ulf Grenander’s 87th Birthday
Professor Yongquan Yin’s 80th Birthday
and to
My wife, Xicun Dan, my sons