کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1146782 | 957530 | 2007 | 24 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Analysis of the limiting spectral distribution of large dimensional information-plus-noise type matrices
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آنالیز عددی
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
A derivation of results on the analytic behavior of the limiting spectral distribution of sample covariance matrices of the “information-plus-noise” type, as studied in Dozier and Silverstein [On the empirical distribution of eigenvalues of large dimensional information-plus-noise type matrices, 2004, submitted for publication], is presented. It is shown that, away from zero, the limiting distribution possesses a continuous density. The density is analytic where it is positive and, for the most relevant cases of a in the boundary of its support, exhibits behavior closely resembling that of for x near a. A procedure to determine its support is also analyzed.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 98, Issue 6, July 2007, Pages 1099-1122
Journal: Journal of Multivariate Analysis - Volume 98, Issue 6, July 2007, Pages 1099-1122