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
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author Hassani, Hossein
Alharbi, Nader
Ghodsi, Mansi
author_facet Hassani, Hossein
Alharbi, Nader
Ghodsi, Mansi
author_sort Hassani, Hossein
collection PubMed
description 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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spelling pubmed-46421742015-12-07 A study on the empirical distribution of the scaled Hankel matrix eigenvalues Hassani, Hossein Alharbi, Nader Ghodsi, Mansi J Adv Res Original Article 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. Elsevier 2015-11 2014-09-02 /pmc/articles/PMC4642174/ /pubmed/26644930 http://dx.doi.org/10.1016/j.jare.2014.08.008 Text en © 2014 Production and hosting by Elsevier B.V. on behalf of Cairo University. http://creativecommons.org/licenses/by-nc-nd/3.0/ This is an open access article under the CC BY-NC-ND license (http://creativecommons.org/licenses/by-nc-nd/3.0/).
spellingShingle Original Article
Hassani, Hossein
Alharbi, Nader
Ghodsi, Mansi
A study on the empirical distribution of the scaled Hankel matrix eigenvalues
title A study on the empirical distribution of the scaled Hankel matrix eigenvalues
title_full A study on the empirical distribution of the scaled Hankel matrix eigenvalues
title_fullStr A study on the empirical distribution of the scaled Hankel matrix eigenvalues
title_full_unstemmed A study on the empirical distribution of the scaled Hankel matrix eigenvalues
title_short A study on the empirical distribution of the scaled Hankel matrix eigenvalues
title_sort study on the empirical distribution of the scaled hankel matrix eigenvalues
topic Original Article
url 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
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