A study on the empirical distribution of the scaled Hankel matrix eigenvalues

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 ap...

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Bibliographic Details
Main Authors: Hossein Hassani, Nader Alharbi, Mansi Ghodsi
Format: Article
Language:English
Published: Elsevier 2015-11-01
Series:Journal of Advanced Research
Subjects:
Online Access:http://www.sciencedirect.com/science/article/pii/S2090123214000952