| ON ASYMPTOTIC JOINT DISTRIBUTIONS OFEIGENVALUES OF RANDOM MATRICES WHICH ARISE FROM COMPONENTS OF COVARIANCE MODEL |
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| 作者姓名： | CUIWenquan ZHAOLincheng BAIZhidong |
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| 作者单位： | [1]DepartmentofStatisticsandFinance,UniversityofScienceandTechnologyofChina,Hefei230026,China [2]DepartmentofStatisticsandAppliedProbability,NationalUniversityofSingapore |
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| 基金项目： | ThisresearchispartiallysupportedbyNationalNaturalScienceFoundationofChina,Ph.D.ProgramFoundationofMinistryofEducationofChinaandSpecialFoundationsoftheChineseAcademyofSciencesandUSTC. |
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| 摘 要： | In this paper, the authors derive the asymptotic joint distributions of theeigenvalues of some random matrices which arise from components of covariance model.
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| 关 键 词： | 渐近联合分布 特征向量 随机矩阵 协方差模型 特征结构分析 极限分布 |
ON ASYMPTOTIC JOINT DISTRIBUTIONS OF EIGENVALUES OF RANDOM MATRICES WHICH ARISE FROM COMPONENTS OF COVARIANCE MODEL |
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| CUIWenquan ZHAOLincheng BAIZhidong.ON ASYMPTOTIC JOINT DISTRIBUTIONS OFEIGENVALUES OF RANDOM MATRICES WHICH ARISE FROM COMPONENTS OF COVARIANCE MODEL[J].Journal of Systems Science and Complexity,2005,18(1):126-135. |
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| Authors: | CUI Wenquan ZHAO Lincheng |
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| Abstract: | In this paper, the authors derive the asymptotic joint distributions of the eigenvalues of some random matrices which arise from components of covariance model. |
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| Keywords: | Component of covariance model eigenstructure analysis limiting distribution random matrix |
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