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On Random Matrix Theory for stationary processes
2010 IEEE International Conference on Acoustics, Speech and Signal Processing, 2010Random Matrix Theory has generated tremendous interest in recent years, partly from powerful results developed for multi-user detection theory but also for growing applications in statistics, signal processing and econometrics. However the current theory has emphasized white noise data.
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On Random Matrix Theory and Autoregressive Modeling
2019 IEEE 58th Conference on Decision and Control (CDC), 2019Random matrix theory has attracted growing interest in signal processing and communications over the last one or two decades. It has gained further impetus due to the upsurge in the occurrence of ’big data’. However so far little of this interest has seeped into system identification.
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Test of the Eigenstate Thermalization Hypothesis Based on Local Random Matrix Theory
Physical Review Letters, 2021Masahito Ueda +2 more
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Cleaning large correlation matrices: Tools from Random Matrix Theory
Physics Reports, 2017Joel Bun +2 more
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Random matrix techniques in quantum information theory
Journal of Mathematical Physics, 2016Benoit Collins +2 more
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Random matrix theory and the derivative of the Riemann zeta function
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 2000Christopher Paul Hughes, J P Keating
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