Nettet31. aug. 2024 · Sample correlation matrix, limiting spectral distribution, Marˇ cenko–Pastur law, dependent data. This work was partially supported by the German Researc h Foundation (DFG Researc h Unit 1735 ... Nettet28. jan. 2024 · Title: The limiting spectral distribution of large dimensional general information-plus-noise type matrices. Authors: Huanchao Zhou, Zhidong Bai, Jiang Hu. …
Limiting empirical spectral distribution for products of …
Nettet5. sep. 2024 · In order to analyze the performance of the proposed method, we also prove two important results for signal plus noise models: 1) No eigenvalues outside the support of the limiting spectral distribution of the noncentered and centered sample covariance matrix; and 2) Exact separation of eigenvalues of the noncentered and centered … Nettet11. aug. 2024 · In this paper, we establish the limiting spectral distribution of the large-dimensional general information-plus-noise-type matrices \(C_{n}\). Specifically, we … teambuilding nijverdal
Random or Nonrandom Signal in High-Dimensional Regimes
Nettet11. aug. 2024 · The limiting spectral distribution (LSD) of B n has been studied in [8], and the result is expressed in terms of the empirical spectral distribution (ESD) … NettetAs examples we show the existence of the spectral distribution when X is taken to be the appropriate asymmetric Hankel, Toeplitz, circulant and reverse circulant matrices. In particular, when y =0, the limits for all these matrices coincide and is the same as the limit for the symmetric Toeplitz derived in Bryc, Dembo and Jiang [ Ann. Probab. 34 (2006) … Nettetdistribution, and denote the additive and multiplicative free convolution, and S, Q and H are the operators described in Section 2.1 below. In particular, this result shows that the limiting spectral distributions are uni-versal, i.e. they do not depend on the distributions of the matrix entries apart from teambuilding organisatie