On Random Correlation Matrices (Q3211469)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Random Correlation Matrices |
scientific article |
Statements
On Random Correlation Matrices (English)
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1991
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random eigenvalue
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spectral distribution
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signal processing
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random correlation matrices
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method of direct acceptance and rejection
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perturbation
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random spectrum
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random Gram matrix
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distribution of eigenvalues
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norm
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condition number
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Statistical bounds
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