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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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier
2015
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| Materias: | |
| 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 |