論文

査読有り
2007年5月

Spectral density of sparse sample covariance matrices

JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL
  • Taro Nagao
  • ,
  • Toshiyuki Tanaka

40
19
開始ページ
4973
終了ページ
4987
記述言語
英語
掲載種別
研究論文(学術雑誌)
DOI
10.1088/1751-8113/40/19/003
出版者・発行元
IOP PUBLISHING LTD

Applying the replica method of statistical mechanics, we evaluate the eigenvalue density of the large random matrix (sample covariance matrix) of the form J = A(T)A, where A is an M x N real sparse random matrix. The difference from a dense random matrix is the most significant in the tail region of the spectrum. We compare the results of several approximation schemes, focusing on the behaviour in the tail region.

リンク情報
DOI
https://doi.org/10.1088/1751-8113/40/19/003
Web of Science
https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=JSTA_CEL&SrcApp=J_Gate_JST&DestLinkType=FullRecord&KeyUT=WOS:000246096200004&DestApp=WOS_CPL
ID情報
  • DOI : 10.1088/1751-8113/40/19/003
  • ISSN : 1751-8113
  • Web of Science ID : WOS:000246096200004

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