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Autor:
Deitmar, Ben
Except for trivial cases, the eigenvectors of spectral density matrices $f(\theta)$ corresponding to stationary Gaussian process depend explicitly on the frequency $\theta \in [0,2\pi]$. The most commonly used estimator of the spectral density matrix
Externí odkaz:
http://arxiv.org/abs/2408.14618
Autor:
Deitmar, Ben
Exact recursion formulas for mixed moments of four fundamental random matrix ensembles are derived. The reason such recursive formulas are possible is closely related to properties of polygon gluings studied by Harer and Zagier as well as Akhmedov an
Externí odkaz:
http://arxiv.org/abs/2311.04003
Autor:
Deitmar, Ben
Let $S_{p,n}$ denote the sample covariance matrix based on $n$ independent identically distributed $p$-dimensional random vectors in the null-case. The main result of this paper is an explicit expansion of trace moments and power-trace covariances of
Externí odkaz:
http://arxiv.org/abs/2208.05371