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

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:
Eigenvalue
Hankel matrix
Noise reduction
Time series
Random process
Online Access:http://www.sciencedirect.com/science/article/pii/S2090123214000952
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spelling doaj-9ab3fd80012b4a53a16e4a292f0435b52020-11-24T22:51:20ZengElsevierJournal of Advanced Research2090-12322090-12242015-11-016692592910.1016/j.jare.2014.08.008A study on the empirical distribution of the scaled Hankel matrix eigenvaluesHossein Hassani0Nader Alharbi1Mansi Ghodsi2The Statistical Research Centre, Bournemouth University, Bournemouth BH8 8EB, UKThe Statistical Research Centre, Bournemouth University, Bournemouth BH8 8EB, UKThe Statistical Research Centre, Bournemouth University, Bournemouth BH8 8EB, UKThe 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.http://www.sciencedirect.com/science/article/pii/S2090123214000952EigenvalueHankel matrixNoise reductionTime seriesRandom process
collection DOAJ
language English
format Article
sources DOAJ
author Hossein Hassani
Nader Alharbi
Mansi Ghodsi
spellingShingle Hossein Hassani
Nader Alharbi
Mansi Ghodsi
A study on the empirical distribution of the scaled Hankel matrix eigenvalues
Journal of Advanced Research
Eigenvalue
Hankel matrix
Noise reduction
Time series
Random process
author_facet Hossein Hassani
Nader Alharbi
Mansi Ghodsi
author_sort Hossein Hassani
title A study on the empirical distribution of the scaled Hankel matrix eigenvalues
title_short A study on the empirical distribution of the scaled Hankel matrix eigenvalues
title_full A study on the empirical distribution of the scaled Hankel matrix eigenvalues
title_fullStr A study on the empirical distribution of the scaled Hankel matrix eigenvalues
title_full_unstemmed A study on the empirical distribution of the scaled Hankel matrix eigenvalues
title_sort study on the empirical distribution of the scaled hankel matrix eigenvalues
publisher Elsevier
series Journal of Advanced Research
issn 2090-1232
2090-1224
publishDate 2015-11-01
description 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.
topic Eigenvalue
Hankel matrix
Noise reduction
Time series
Random process
url http://www.sciencedirect.com/science/article/pii/S2090123214000952
work_keys_str_mv AT hosseinhassani astudyontheempiricaldistributionofthescaledhankelmatrixeigenvalues
AT naderalharbi astudyontheempiricaldistributionofthescaledhankelmatrixeigenvalues
AT mansighodsi astudyontheempiricaldistributionofthescaledhankelmatrixeigenvalues
AT hosseinhassani studyontheempiricaldistributionofthescaledhankelmatrixeigenvalues
AT naderalharbi studyontheempiricaldistributionofthescaledhankelmatrixeigenvalues
AT mansighodsi studyontheempiricaldistributionofthescaledhankelmatrixeigenvalues
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