A study on the empirical distribution of the scaled Hankel matrix eigenvalues
نویسندگان
چکیده
The empirical distribution of the eigenvalues of the matrix XX(T) divided by its trace is evaluated, where X is a random Hankel matrix. The distribution of eigenvalues for symmetric and nonsymmetric distributions is assessed with various criteria. This yields several important properties with broad application, particularly for noise reduction and filtering in signal processing and time series analysis.
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عنوان ژورنال:
دوره 6 شماره
صفحات -
تاریخ انتشار 2015