This is a preview. Log in through your library . Abstract Let A be an n × n matrix whose elements are independent random variables with standard normal distributions. As n → ∞, the expected number of ...
Journal of Applied Probability, Vol. 41, Stochastic Methods and Their Applications (2004), pp. 347-360 (14 pages) This paper investigates the probabilistic behaviour of the eigenvalue of the empirical ...
M.Sc. in Applied Mathematics, Technion (Israel Institute of Technology) Ph.D. in Applied Mathematics, Caltech (California Institute of Technology) [1] A. Melman (2023): “Matrices whose eigenvalues are ...
Analyzing a covariance matrix including high variances in the diagonal and using bad initial estimates for the parameters can easily lead to arithmetic overflows in the first iterations of the ...
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