Preface to the Second Edition
The ongoing developments being made in large dimensional data analysis
continue to generate great interest in rando m matrix theory in both theoret-
ical investigations and applications in many disciplines. This has doubtlessly
contributed to the significant demand for this monograph, resulting in its first
printing being sold out. The authors have received many requests to publish
a second edition of the book.
Since the publication of the first edition in 2006, many new results have
been reported in the litera ture. However, due to limitations in space, we
cannot include all new achievements in the second edition. In accordance with
the needs of statistics a nd signal processing, we have added a new chapter on
the limiting behavior of eigenvectors of large dimensional sa mple covariance
matrices. To illustrate the application of RMT to wireless communications
and statistical finance, we have added a chapter on these areas. Certain new
developments are commented on throughout the book. Some typos and erro rs
found in the first edition have been corrected.
The authors would like to express their appreciation to Ms. L¨u Hong for her
help in the preparation of the second edition. They would also like to thank
Professors Ying- Chang Liang, Zhaoben Fang, Baoxue Zhang, and Shurong
Zheng, and Mr. Jiang Hu, for their valuable comments and suggestions. They
also thank the co py editor, Mr. Hal Heinglein, for his car e ful reading, cor-
rections, and helpful suggestions. The first author would like to acknowledge
the support from grants NSFC 10871036, NUS R-155-000- 079-112, and R-
155-000-096-720.
Changchun, China, and Singapore Zhidong Bai
Cary, North Carolina, USA Jack W. Silver stein
March 2009
vii
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