A study on the empirical distribution of the scaled Hankel matrix eigenvalues

The empirical distribution of the eigenvalues of the matrix XX(T) divided by its trace is evaluated, where X is a random Hankel matrix. The distribution of eigenvalues for symmetric and nonsymmetric distributions is assessed with various criteria. This yields several important properties with broad...

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Detalles Bibliográficos
Autores principales: Hassani, Hossein, Alharbi, Nader, Ghodsi, Mansi
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2015
Materias:
Original Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4642174/
https://www.ncbi.nlm.nih.gov/pubmed/26644930
http://dx.doi.org/10.1016/j.jare.2014.08.008
Descripción
Sumario:The empirical distribution of the eigenvalues of the matrix XX(T) divided by its trace is evaluated, where X is a random Hankel matrix. The distribution of eigenvalues for symmetric and nonsymmetric distributions is assessed with various criteria. This yields several important properties with broad application, particularly for noise reduction and filtering in signal processing and time series analysis.

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