Results 41 to 50 of about 3,040,184 (131)
On the Marchenko-Pastur and Circular Laws for some Classes of Random Matrices with Dependent Entries
In the first part of the article we prove limit theorems of Marchenko-Pastur type for the average spectral distribution of random matrices with dependent entries satisfying a weak law of large numbers, uniform bounds on moments and a martingale like ...
Radosław Adamczak
semanticscholar +1 more source
Linear regression with weak exogeneity
This paper studies linear time‐series regressions with many regressors. Weak exogeneity is the most used identifying assumption in time series. Weak exogeneity requires the structural error to have zero conditional expectation given present and past regressor values, allowing errors to correlate with future regressor realizations.
Anna Mikusheva, Mikkel Sølvsten
wiley +1 more source
Improved liver fat and R2* quantification at 0.55 T using locally low‐rank denoising
Abstract Purpose To improve liver proton density fat fraction (PDFF) and R2*$$ {R}_2^{\ast } $$ quantification at 0.55 T by systematically validating the acquisition parameter choices and investigating the performance of locally low‐rank denoising methods.
Shu‐Fu Shih +7 more
wiley +1 more source
Two-component Structure in the Entanglement Spectrum of Highly Excited States
We study the entanglement spectrum of highly excited eigenstates of two known models that exhibit a many-body localization transition, namely the one-dimensional random-field Heisenberg model and the quantum random energy model. Our results indicate that
Chamon, Claudio +3 more
core +1 more source
Compound real Wishart and q-Wishart matrices
We introduce a family of matrices with non-commutative entries that generalize the classical real Wishart matrices. With the help of the Brauer product, we derive a non-asymptotic expression for the moments of traces of monomials in such matrices; the ...
Bryc, Wlodek
core +2 more sources
Nonlinear shrinkage test on a large‐dimensional covariance matrix
This paper is concerned with deriving a new test on a covariance matrix which is based on its nonlinear shrinkage estimator. The distribution of the test statistic is deduced under the null hypothesis in the large‐dimensional setting, that is, when p/n→c∈(0,+∞) with p variables and n samples both tending to infinity.
Taras Bodnar +2 more
wiley +1 more source
Data Modeling with Large Random Matrices in a Cognitive Radio Network Testbed: Initial Experimental Demonstrations with 70 Nodes [PDF]
This short paper reports some initial experimental demonstrations of the theoretical framework: the massive amount of data in the large-scale cognitive radio network can be naturally modeled as (large) random matrices.
Qiu, Robert C., Zhang, Changhun
core
Uncertainty quantification (UQ) of aerospace microstructures: state‐of‐the‐art studies on UQ of microstructures in aerospace materials are examined. The forward problem of uncertainty propagation in process–structure and structure–property relationships is investigated. Additionally, the inverse UQ problem, referred to as “design under uncertainty,” is
Md Maruf Billah +7 more
wiley +1 more source
Convex set of quantum states with positive partial transpose analysed by hit and run algorithm
The convex set of quantum states of a composite $K \times K$ system with positive partial transpose is analysed. A version of the hit and run algorithm is used to generate a sequence of random points covering this set uniformly and an estimation for the ...
Collins, Benoît +3 more
core +1 more source
Densities of the Raney distributions [PDF]
We prove that if $p\ge 1$ and $0< r\le p$ then the sequence $\binom{mp+r}{m}\frac{r}{mp+r}$, $m=0,1,2,...$, is positive definite, more precisely, is the moment sequence of a probability measure $\mu(p,r)$ with compact support contained in $[0,+\infty ...
Mlotkowski, Wojciech +2 more
core +1 more source

