A short note on the pattern of the singular values of a scaled random Hankel matrix (Q2923241)
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scientific article; zbMATH DE number 6355982
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A short note on the pattern of the singular values of a scaled random Hankel matrix |
scientific article; zbMATH DE number 6355982 |
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15 October 2014
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eigenvalue
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singular value
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random process
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Hankel random matrix
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signal processing
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noise reduction
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A short note on the pattern of the singular values of a scaled random Hankel matrix (English)
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The note considers some of the properties and studies the distribution of the eigenvalues of the matrix \(XX^T\) divided by its trace, where \(X\) is a Hankel random matrix. The results make a novel contribution in the area of signal processing and noise reduction.
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