Results 41 to 50 of about 8,436,612 (364)
Nonconventional random matrix products
Electronic Communications in Probability, 2018 Let $ _1, _2,...$ be independent identically distributed random variables and $F:\bbR^\ell\to SL_d(\bbR)$ be a Borel measurable matrix-valued function.
Kifer, Y, SODIN, A
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Dynamics of Correlation Structure in Stock Market
Entropy, 2014 In this paper a correction factor for Jennrich’s statistic is introduced in order to be able not only to test the stability of correlation structure, but also to identify the time windows where the instability occurs.
Maman Abdurachman Djauhari, Siew Lee Gan
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Some inferences on the distribution of the Demmel condition number of complex Wishart matrices
Special Matrices, 2017 In recent years, many researchers have studied the distributions of the Demmel (or the scaled) condition numbers (DCN) of complex Wishart matrices. In this paper, several new distributional properties of the distribution of the Demmel condition number of
Shakil M., Ahsanullah M.
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IEEE Access, 2020 In this paper, the optimal linear filtering problem for linear discrete-time stochastic systems with random matrices, correlated noises and packet dropouts is studied where the random matrices are real and appear both in the the state and measurement ...
Wei Liu +4 more
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Projecting Financial Technical Indicators Into Networks as a Tool to Build a Portfolio
IEEE Access, 2021 Using the topological structure of financial networks to build a portfolio has attracted a wide range of research interests. A similarity matrix based on the technical indicators (TIs), and a correlation matrix based on the stock returns, are used to ...
Dongxu Mo, Yan Chen
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Onset of random matrix behavior in scrambling systems [PDF]
Journal of High Energy Physics, 2018 A bstractThe fine grained energy spectrum of quantum chaotic systems is widely believed to be described by random matrix statistics. A basic scale in such a system is the energy range over which this behavior persists.
Hrant Gharibyan +3 more
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Optimality and Sub-optimality of PCA I: Spiked Random Matrix Models [PDF]
Annals of Statistics, 2018 A central problem of random matrix theory is to understand the eigenvalues of spiked random matrix models, introduced by Johnstone, in which a prominent eigenvector (or "spike") is planted into a random matrix.
Amelia Perry +3 more
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An Efficient Collaborative Filtering Method for Image Noise and Artifact Removal
IEEE Access, 2020 In recent years, sparse representation theory and low-rank approximation model have been widely used in signal and image processing fields. In the study of natural image denoising, non-local similarity method can enhance the correlation of grouped image ...
Xuya Liu +5 more
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A Random Matrix Approach to Neural Networks [PDF]
arXiv.org, 2017 This article studies the Gram random matrix model $G=\frac1T\Sigma^{\rm T}\Sigma$, $\Sigma=\sigma(WX)$, classically found in the analysis of random feature maps and random neural networks, where $X=[x_1,\ldots,x_T]\in{\mathbb R}^{p\times T}$ is a (data ...
Cosme Louart +2 more
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New Multicritical Random Matrix Ensembles [PDF]
, 2002 In this paper we construct a class of random matrix ensembles labelled by a real parameter $\alpha \in (0,1)$, whose eigenvalue density near zero behaves like $|x|^\alpha$.
Akemann +22 more
core +2 more sources