Fourth-order properties of normally distributed random matrices
نویسندگان
چکیده
منابع مشابه
Some Combinatorial Aspects of the Spectra of Normally Distributed Random Matrices
Let U be a real n x n matrix whose entries uij are random variables, and let A and B be fixed n x n real symmetric matrices. Statisticians (e.g., see [OU]) have been interested in the distribution of the eigenvalues d l , . . . , O n of the matrix AUBUt, where denotes transpose. Of particular interest are the quantities tr((AU = C 0; for k = 1,2,. . . , since these determine the eigenvalues. Mo...
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i It is a pleasure to thank Professor Stoiciu for his patience and selflessness in being my thesis advisor. Second, I would like to thank Professor Silva for being my second reader and for his helpful suggestions. Finally, I would like to thank my parents, without whom I could never have completed this thesis. One of the most important results in analysis is the Spectral Theorem, which shows th...
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ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 1987
ISSN: 0024-3795
DOI: 10.1016/0024-3795(87)90135-2