Zobrazeno 1 - 10
of 151
pro vyhledávání: '"Abreu, Victor"'
A Laplacian matrix is a real symmetric matrix whose row and column sums are zero. We investigate the limiting distribution of the largest eigenvalues of a Laplacian random matrix with Gaussian entries. Unlike many classical matrix ensembles, this ran
Externí odkaz:
http://arxiv.org/abs/2211.17175
For an $n\times n$ Laplacian random matrix $L$ with Gaussian entries it is proven that the fluctuations of the largest eigenvalue and the largest diagonal entry of $L/\sqrt{n-1}$ are Gumbel. We first establish suitable non-asymptotic estimates and bo
Externí odkaz:
http://arxiv.org/abs/2101.08318
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.
Autor:
de Abreu, Victor Hugo Souza1 (AUTHOR) victor@pet.coppe.ufrj.br, Pereira, Victória Gonçalves Ferreira2 (AUTHOR) victoria@peq.coppe.ufrj.br, Proença, Laís Ferreira Crispino3 (AUTHOR) laiscrispino@poli.ufrj.br, Toniolo, Fabio Souza2 (AUTHOR) toniolo@peq.coppe.ufrj.br, Santos, Andrea Souza1 (AUTHOR) andrea.santos@pet.coppe.ufrj.br
Publikováno v:
Energies (19961073). Sep2023, Vol. 16 Issue 18, p6542. 23p.
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.
Autor:
Diaz, Mario, Pérez-Abreu, Víctor
In this paper we consider point-to-point multiantenna channels with certain block distributional symmetries which do not require the entries of the channel matrix to be either Gaussian, or independent, or identically distributed. A main contribution
Externí odkaz:
http://arxiv.org/abs/1511.03686
A functional representation of free L\'evy processes is established via an ensemble of unitarily invariant Hermitian matrix-valued L\'evy processes. This is accomplished by proving functional asymptotics of their empirical spectral processes towards
Externí odkaz:
http://arxiv.org/abs/1511.03362
The dynamics of the eigenvalues (semimartingales) of a L\'{e}vy process $X$ with values in Hermitian matrices is described in terms of It\^{o} stochastic differential equations with jumps. This generalizes the well known Dyson-Brownian motion. The si
Externí odkaz:
http://arxiv.org/abs/1505.05125
We investigate the process of eigenvalues of a fractional Wishart process defined as N=B*B, where B is a matrix fractional Brownian motion recently studied by Nualart and P\'erez-Abreu. Using stochastic calculus with respect to the Young integral we
Externí odkaz:
http://arxiv.org/abs/1504.05079
Autor:
de Abreu, Victor Hugo Souza, González, Pedro Henrique, Mauri, Geraldo Regis, Ribeiro, Glaydston Mattos, Orrico, Romulo Dante, Campos Júnior, Nilo Flavio Rosa, Abramides, Carlos Alberto
Publikováno v:
In Computers & Industrial Engineering December 2020 150