Results 41 to 50 of about 5,585,535 (119)
Universality of some models of random matrices and random processes [PDF]
, 2012 Naumov A. Universality of some models of random matrices and random processes.
Naumov, Alexey
core
Local Marchenko-Pastur law at the hard edge of the Sample Covariance ensemble
, 2022 Consider an $N$ by $N$ matrix $X$ of complex entries with iid real and imaginary parts. We show that the local density of eigenvalues of $X^*X$ converges to the Marchenko-Pastur law on the optimal scale with probability $1$.
Kafetzopoulos, Anastasis, Maltsev, Anna
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We find necessary and sufficient conditions for the Marchenko--Pastur law to be the limiting spectral distribution of Gram matrices $n^{-1}\mathbf{X}\mathbf{X}^*$ associated with random matrices $\mathbf{X}$ in $\mathbb{C}^{p\times n}$ consisting of zero-
P. A. Yaskov
core +1 more source
The loss of matrix norm equivalence in big data analysis and the Marchenko-Pastur Law [PDF]
In statistics, p dimensional data are collected n times. Traditionally, the dimension of p would be larger than n; however, as technology progresses, we enter the era of big data where n is no longer much larger than p.
Heidorn, Emma Fan
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Local semicircle law with imprimitive variance matrix [PDF]
, 2014 We extend the proof of the local semicircle law for generalized Wigner matrices given in MR3068390 to the case when the matrix of variances has an eigenvalue -1.
Ajanki, Oskari H +2 more
core +1 more source
By applying the Marchenko-Pastur law from Random Matrix Theory to the Pearson correlation matrix of daily logarithmic returns for 474 S&P 500 stocks from 2013-2018, groups of correlated stocks can be distinguished from random fluctuations. With N
Zubin Patel
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Real-Time Spectral Filtering in Financial Markets: A Micro-Application of the Marchenko-Pastur Law
Random Matrix Theory (RMT) has proven that the majority of correlations in financial markets are indistinguishable from random noise. However, standard technical indicators (RSI, MACD) fail to differentiate between 'structural' price movements and ...
Kaan Bozanlı
core +1 more source
, 2013 2 figuresInternational audienceWe construct a diffusive matrix model for the $\beta$-Wishart (or Laguerre) ensemble for general continuous $\beta\in [0,2]$, which preserves invariance under the orthogonal/unitary group transformation.
Allez, Romain +3 more
core +2 more sources
Feasibility of Accelerated Prostate Diffusion-Weighted Imaging on 0.55 T MRI Enabled With Random Matrix Theory Denoising. [PDF]
Invest Radiol, 2023 Lemberskiy G +8 more
europepmc +1 more source
Biwhitening Reveals the Rank of a Count Matrix. [PDF]
SIAM J Math Data Sci, 2022 Landa B, Zhang TTCK, Kluger Y.
europepmc +1 more source