ON THE UNIVERSALITY OF THE DISTRIBUTION OF THE GENERALIZED EIGENVALUES OF A PENCIL OF HANKEL RANDOM MATRICES

DOI10.1142/S2010326312500141zbMath1269.15036arXiv1209.6543OpenAlexW2963062658MaRDI QIDQ4917792

Piero Barone

Publication date: 2 May 2013

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1209.6543

zbMATH Keywords

Padé approximantsrandom polynomialsrandom Hankel matricescomplex momentscomplex discrete stationary processcomplex exponential interpolation problemdistribution of the generalized eigenvalues

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Random matrices (probabilistic aspects) (60B20) Stationary stochastic processes (60G10) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Moment problems and interpolation problems in the complex plane (30E05)

Related Items (2)

Matrix methods for Padé approximation: numerical calculation of poles, zeros and residues ⋮ Random perturbations of matrix polynomials

Cites Work

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• A Modified Prony Algorithm for Exponential Function Fitting
• A Stable Numerical Method for Inverting Shape from Moments
• On the Fourier series of a stationary process. II
• Accurate and efficient evaluation of Schur and Jack functions

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