Approximation of some moments in eigenvalue problem including some random variables and its application

DOI10.1016/S0167-9473(03)00151-8MaRDI QIDQ956917zbMATH OpenFDO

Authors Shinichi Kawai

Publication date 26 November 2008

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

Monte Carlo simulationeigenvalue problemfinite element methodTaylor expansionelastic wave equation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Recommendations

• On stochastic approximation of the eigenvectors and eigenvalues of the expectation of a random matrix
• scientific article; zbMATH DE number 3949866
• Approximate methods for stochastic eigenvalue problems
• scientific article; zbMATH DE number 3690133
• scientific article; zbMATH DE number 1559276
• Several applications of the moment method in random matrix theory
• scientific article; zbMATH DE number 3951679
• An application of the method of moments in random matrix theory
• A better approximation of moments of the eigenvalues and eigenvectors of the sample covariance matrix

Cites work

• scientific article; zbMATH DE number 3678487 (Why is no real title available?)
• scientific article; zbMATH DE number 3239038 (Why is no real title available?)
• scientific article; zbMATH DE number 3408799 (Why is no real title available?)
• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• An Algorithm for Generalized Matrix Eigenvalue Problems

Cited in

(1)

• 2nd special issue on matrix computations and statistics

Describes a project that uses

Uses Software

• MPI
• S-PLUS

This page was built for publication: Approximation of some moments in eigenvalue problem including some random variables and its application

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q956917)