Article ID Journal Published Year Pages File Type
826082 Journal of Advanced Research 2015 5 Pages PDF
Abstract

The empirical distribution of the eigenvalues of the matrix XXT 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.

Related Topics
Physical Sciences and Engineering Chemistry Chemistry (General)
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