Limiting spectral distribution of a new random matrix model with dependence across rows and columns (Q417413): Difference between revisions
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| Property / author | |||
| Property / author: Oliver Pfaffel / rank | |||
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| Property / Mathematics Subject Classification ID: 15B52 / rank | |||
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| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / Mathematics Subject Classification ID: 60B20 / rank | |||
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| Property / Mathematics Subject Classification ID: 62J10 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6034431 / rank | |||
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| Property / zbMATH Keywords | |||
eigenvalue distribution | |||
| Property / zbMATH Keywords: eigenvalue distribution / rank | |||
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limiting spectral distribution | |||
| Property / zbMATH Keywords: limiting spectral distribution / rank | |||
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linear process | |||
| Property / zbMATH Keywords: linear process / rank | |||
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random matrix theory | |||
| Property / zbMATH Keywords: random matrix theory / rank | |||
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random matrix with dependent entries | |||
| Property / zbMATH Keywords: random matrix with dependent entries / rank | |||
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sample covariance matrix | |||
| Property / zbMATH Keywords: sample covariance matrix / rank | |||
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Stieltjes transform | |||
| Property / zbMATH Keywords: Stieltjes transform / rank | |||
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Revision as of 20:55, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limiting spectral distribution of a new random matrix model with dependence across rows and columns |
scientific article |
Statements
Limiting spectral distribution of a new random matrix model with dependence across rows and columns (English)
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14 May 2012
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eigenvalue distribution
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limiting spectral distribution
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linear process
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random matrix theory
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random matrix with dependent entries
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sample covariance matrix
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Stieltjes transform
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